A thermostat for a building includes a light emitting diode (LED) system including one or more LEDs configured to emit light to illuminate a floor area beneath the thermostat. The thermostat incorporates an occupancy sensor to sense the approach of a user based on changes in conditions in proximity to the thermostat and detect an ambient light level. The thermostat includes a processing circuit configured to receive data outputs from the occupancy sensor, determine whether the data outputs indicate the approach of a user, cause the one or more LEDs to emit the light towards the floor in response to an indication that a user is approaching the thermostat based on occupancy sensor data correlated with occupancy conditions, and record and store LED activations and deactivations for later retrieval as historic data. The one or more LEDs may be configured as an illumination module removably attachable to the thermostat.