Buildings made of snow and ice in severely cold areas can provide people with tourist experiences. Utilizing natural resources in an appropriate manner such as constructing energy efficient residential buildings that are suited to local climate conditions is important for maintaining indoor thermal comfort, creating ecologically living spaces, and reducing energy consumption. In this study, an igloo was built in the traditional manner at Harbin Institute of Technology to detect the heat transfer mechanism of ice and snow, and indoor thermal comfort in an extremely cold region of China. The thermal benefits of the igloo were investigated based on field measurements. Periodic heat transfer theory was applied to study the heat transfer mechanism in the igloo wall and human thermal comfort was analyzed in the chamber and under ambient conditions. The results showed the following. (1) The air temperature and relative humidity were higher and more stable in the chamber without any heating measures. (2) The air temperature was about 4 degrees C higher in the chamber than the ambient temperature. (3) The maximum snow depth where the ambient temperature affected the chamber temperature was 200 mm. (4) The igloo provided a more comfortable thermal environment compared with the outdoor conditions. These findings may provide the basis for understanding the thermal benefit of igloos based on the utilization of natural resources. Theoretically and practically, our results may provide an experimental basis for studying the heat transfer mechanism to facilitate the establishment of design and construction standards for snow and ice buildings.