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Brain-computer interface (BCI) technology can realize dynamic room temperature adjustment based on individual real-time thermal sensation, which can provide the basis for future intelligent buildings. However, the generalization ability of previous thermal sensation discrimination model (TSDM) is limited, which is a serious obstacle to the application. In this paper, a general TSDM was developed by using convolutional neural network (CNN), which can be well applied to new subjects. In the study, the CNN-TSDM was established and evaluated based on the offline experimental data, and then the BCI closed-loop online room temperature control experiment was carried out based on this CNN-TSDM to further verify. The offline analysis results show that the recognition performance of CNN-TSDM in new subjects is significantly higher than that of typical shallow learning algorithms, and its area under the ROC curve (AUC) value reaches 0.789. In the online experiments of the two simulated environments, BCI using the CNN-TSDM dynamically controlled the air conditioning to improve the room temperature to the comfortable level according to the subjects' thermal sensation. The subjective score of subjects decreased from 3.1 to 3.0 for the hot uncomfortable to 1.1 and 1.2 for the cool comfortable (p < 0.001, p < 0.001). Moreover, in a hotter simulated experimental environment, BCI automatically controlled the air conditioner for longer cooling to obtain a same degree of thermal comfort. The total cooling time (p < 0.05) and the single cooling time (p < 0.05) of the air conditioner were significantly increased. This further confirmed the effectiveness and robustness of the general CNN-TSDM.