This paper presents an experimental study of indoor thermal environment near a full-scale glass facade with different types of shading devices under varying climatic conditions in winter. Interior glazing and shading temperature, operative temperature and radiant temperature asymmetry were measured for facade sections with roller shades and venetian blinds at different positions. Interior glass surface temperatures can be high during sunny days with low outdoor temperature. Shading systems significantly improved operative temperature and radiant temperature asymmetry during cold sunny days, depending on their properties and tilt angle. During cloudy days the impact was smaller, however the shading layers could still decrease the amount of heat loss through the facade. A transient building thermal model, which also calculates indoor environmental indices under the presence of solar radiation, was developed and compared with the experimental measurements. Part II of this paper uses this validated model with a transient, two-node thermal comfort model (including transmitted solar radiation) for assessment of indoor environmental conditions with different building envelope and shading properties, facade location and orientation.