Vortex tubes (VT), as a temperature separation device, have been widely used in open systems in which air is commonly used. When a VT is employed in a closed system, other working fluids could be considered. This paper numerically compares the thermal behaviour of air and two refrigerants (R134a and R600) in a VT under a range of operating conditions. It analyses their cooling and heating effect, the shear stress, flow streamlines patterns and temperature distributions. The results show that the refrigerants share certain similar trends with air: a higher VT inlet pressure leads to an increase in cooling effect that would reach a peak value when the chamber inlet/nozzle outlet velocity gets chocked. However, a larger VT pressure drop (between VT inlet and hot end) may result in a lower heating effect for refrigerants but not for air. A higher VT inlet pressure produces a larger pressure drop and this leads to a bigger temperature drop associated with the expansion process to partially or wholly cancel the temperature increase from the rotating process.