There has been a long-standing debate about the mechanisms of dry air sensation in indoor environments. We performed a dormitory-based study at Tianjin University, China from November, 2020 to January, 2021, involving 1558 students living in 516 dorm rooms across 4 buildings. Based on questionnaire-reported symptoms, we selected 67 case and 57 control dorm rooms for environmental monitoring, namely, measuring air temperature, humidity, carbon dioxide concentration, and concentrations of volatile organic compounds (VOCs). Our analysis revealed significant VOC-dryness associations (p < 0.05). We found the following to be risk factors: indoor ozone oxidation product (6-methyl-5-hexen-2-one [6-MHO, adjusted odds ratio, AOR: 2.15, 95% confidence interval, 95% CI: 1.18–3.94]) and personal care product emissions (octamethylcyclotetrasiloxane [D4, AOR: 1.51, 95% CI: 1.00–2.28] and dodecamethylcyclohexasiloxane [D6, AOR: 1.84, 95% CI: 1.29–2.63]). While absolute humidity showed no direct association with dry air sensation, it significantly modified VOC effects. Our findings indicate that indoor chemical exposure influences occupants’ dry air sensations.