Sleep problems can have profound economic and health effects. Recently, the effect of the indoor thermal environment on sleep has attracted attention. However, the relationship between the indoor thermal environment and sleep, by season, has not been fully studied. Accordingly, the purpose of this study was to elucidate the effect of the indoor thermal environment on sleep in both summer and winter. Field studies comprising actual measurements and questionnaire surveys were conducted during summer 2013 and winter 2014. Statistical analysis of the data yielded the following main results. First, sleep efficiency, defined as the ratio of total sleep time to total time in bed, was highest at a bedroom temperature of 27.6 °C in summer and 13.0 °C in winter. Second, after controlling for personal attributes, sleep efficiency decreased by 3.2% per 1 °C increase in bedroom temperature over 27.6 °C in summer, and by 0.3% per 1 °C below 13.0 °C in winter.