Thermal balance between the body and the environment is a precondition of thermal comfort. This balance depends on the bodily heat generation due to metabolism and heat dissipation to the ambient. Various thermoregulatory mechanisms are in place to adjust the latter in response to changes in the former and maintain the balance. Otherwise, thermal discomfort occurs due to a sensation of warmth or cold, depending on in which direction the balance is tipped. This short paper uses basic thermodynamic models to examine the role of cycling speed in improving thermal comfort. The effect of higher speed on both metabolic heat generation and heat dissipation is examined for various road and environmental conditions to determine whether cycling faster could provide relief from thermal discomfort. The results suggest a net cooling effect, desirable under heat surplus, is unlikely to be achieved. A net heating effect, on the other hand, can be achieved for mildly cold conditions.