The solar incidence on an indoor environment and its occupants has significant impacts on indoor thermal comfort. It can bring favorable passive solar heating and can result in undesired overheating (even in winter). This problem becomes more critical for high altitudes with high intensity of solar irradiance, while received limited attention. In this study, we explored the specific overheating and rising thermal discomfort in winter in Lhasa as a typical location of a cold climate at high altitudes. First, we evaluated the thermal comfort incorporating solar radiation effect in winter by field measurements. Subsequently, we investigated local occupant adaptive responses (considering the impact of direct solar irradiance). This was followed by a simulation study of assessment of annual based thermal comfort and the effect on energy-saving potential by current solar adjustment. Finally, we discussed winter shading design for high altitudes for both solar shading and passive solar use at high altitudes, and evaluated thermal mass shading with solar louvers in terms of indoor environment control. The results reveal that considerable indoor overheating occurs during the whole winter season instead of summer in Lhasa, with over two-thirds of daytime beyond the comfort range. Further, various adaptive behaviors are adopted by occupants in response to overheating due to the solar radiation. Moreover, it is found that the energy-saving potential might be overestimated by 1.9 times with current window to wall ratio requirements in local design standards and building codes due to the thermal adaption by drawing curtains. The developed thermal mass shading is efficient in achieving an improved indoor thermal environment by reducing overheating time to an average of 62.2% during the winter and a corresponding increase of comfort time.