Heating, Ventilation, and Air Conditioning (HVAC) are extremely energy-consuming, accounting for 40% of total building energy consumption. It is crucial to design some energy-efficient building thermal comfort control strategy which can reduce the energy consumption of the HVAC while maintaining the comfort of the occupants. However, implementing such a strategy is challenging, because the changes of the thermal states in a building environment are influenced by various factors. The relationships among these influencing factors are hard to model and are always different in different building environments. To address this challenge, we propose a deep reinforcement learning based framework, DeepComfort, for thermal comfort control in buildings. We formulate the thermal comfort control as a cost-minimization problem by jointly considering the energy consumption of the HVAC and the occupants’ thermal comfort. We first design a deep Feedforward Neural Network (FNN) based approach for predicting the occupants’ thermal comfort, and then propose a Deep Deterministic Policy Gradients (DDPG) based approach for learning the optimal thermal comfort control policy. We implement a building thermal comfort control simulation environment and evaluate the performance under various settings. The experimental results show that our approaches can improve the performance of thermal comfort prediction by 14.5% and reduce the energy consumption of HVAC by 4.31% while improving the occupants’ thermal comfort by 13.6%.