The study of human bioclimatic conditions is becoming popular in climate perception for the improvement of the public health system. The objective of the present study is to analyze the past and future thermal bioclimate conditions over 15 stations in West Bengal (WB), India. The bioclimate conditions are measured by the daily Physiologically Equivalent Temperature (PET) based on climate data extracted from the Coordinated Regional Downscaling Experiment (CORDEX)-South Asia. The initial purpose of this study is to present the interannual distribution of PET classes over the considered stations of WB for the past period (1986–2005) and two future time periods, namely (i) near future (2016–2035) and (ii) mid-21st century (2046–2065). The results from the monthly distribution of PET reveal heat stress conditions from April to June and acceptable thermal conditions from November that persist till March for all the stations except Darjeeling, a hill station. To focus on future PET changes over WB in context to the reference period (1986–2005), warm and hot PET classes show prominent rises in the future epochs under the RCP4.5 and RCP8.5 emission scenarios. The highest percentage in the warm PET class (35.7–43.8 °C) appears in stations near the Bay of Bengal such as Digha, Diamond Harbour, Canning, and Baruipur during the mid-21st century time slice under RCP8.5 conditions. Simultaneously, hot PET class (>43.8 °C) records up to 10% for Kolkata, Dum Dum, Kharagpur, Siliguri and more than 10% in Sriniketan, Malda, Asansol, and Birbhum. Darjeeling will experience the greatest decrease in the very cool PET class (<3.3 °C) in the medium term. The explicit amount of change in temperature is seemingly connected to the increasing levels of heat stress over WB, as is evident from the relative mean monthly changes in PET.