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Low socio-economic status has been widely recognized as a significant factor in enhancing a person's vulnerability to climate change including vulnerability to changes in temperature. Yet, little is known about exposure to heat within cities in developing countries, and even less about exposure within informal neighbourhoods in those countries. This paper presents an assessment of exposure to outdoor heat in the South Asian cities Delhi, Dhaka, and Faisalabad. The temporal evolution of exposure to heat is evaluated, as well as intra-urban differences, using meteorological measurements from mobile and stationary devices (April-September 2016). Exposure to heat is compared between low-income and other neighbourhoods in these cities. Results are expressed in terms of air temperature and in terms of the thermal indices Heat Index (HI), Wet Bulb Globe Temperature (WBGT) and Universal Thermal Climate Index (UTCI) at walking level. Conditions classified as dangerous to very dangerous, and likely to impede productivity, are observed almost every day of the measurement period during daytime, even when air temperature drops after the onset of the monsoon. It is recommended to cast heat warnings in terms of thermal indices instead of just temperature. Our results nuance the idea that people living in informal neighbourhoods are consistently more exposed to heat than people living in more prosperous neighbourhoods. During night-time, exposure does tend to be enhanced in densely-built informal neighbourhoods, but not if the low-income neighbourhoods are more open, or if they are embedded in green/blue areas. (C) 2019 The Authors. Published by Elsevier B.V.