The increase in global environmental problems requires more environmentally efficient construction. Vernacular passive strategies can play an important role in helping reducing energy use and CO₂ emissions related to buildings. This paper studies the use of glazed balconies in the North of Portugal as a strategy to capture solar gains and reduce heat losses. The purpose is understanding thermal performance and comfort conditions provided by this passive heating strategy. The methodology includes objective (short and long-term monitoring), to evaluate the different parameters affecting thermal comfort and air quality, and subjective assessments to assess occupants’ perception regarding thermal sensation. The results show that the use of glazed balconies as a passive heating strategy in a climate with cold winters is viable. During the mid-seasons, the rooms with balcony have adequate comfort conditions. In the heating season, it is possible to achieve comfort conditions in sunny days while in the cooling season there is a risk of overheating. Regarding indoor air quality, carbon dioxide concentrations were low, but the average radon concentration measured was high when the building was unoccupied, rapidly decreasing to acceptable values, during occupation periods when a minimum ventilation rate was promoted. Occupants’ actions were essential to improving building behavior.