The human body exchanges heat through the environment by various means, such as radiation, evaporation, conduction, and convection. Thermo-physiological comfort is associated with the effective heat transfer between the body and the atmosphere, maintaining the body temperature in a tolerable thermal range (36.5–37.5ºC). In order to ensure comfort, the body heat must be preserved or emitted, depending on external conditions. If the body heat is not properly managed, it can cause hyperthermia, heatstroke, and thermal discomfort. Conventionally, heating, ventilation, and air conditioning systems are used to provide comfort. However, they require a huge amount of energy, leading to an increase in global warming, and are limited to indoor applications. In recent decades, scientists across the world have been working to provide thermal comfort through wearable innovative textiles. This review article presents recent innovative strategies for moisture and/or thermal management at the material, filament/fiber, yarn, and fabric scales. It also summarizes the passive/active textile models for comfort. Integrating electrical devices in garments can rapidly control the skin temperature, and is dynamic and useful for a wide range of environmental conditions. However, their use can be limited in some situations due to their bulky design and batteries, which must be frequently recharged. Furthermore, adaptive textiles enable the wearer to maintain comfort in various temperatures and humidity without requiring batteries. Using these wearable textiles is convenient to provide thermal comfort at the individual level rather than controlling the entire building temperature.