Climate change and urbanization lead to worse thermal environment in urban area. Urban village is an endemism in China, with dense buildings and few vegetation, resulting in terrible thermal environment. The research focuses on Pingshan Village of Shenzhen, a typical urban village in Pearl River Delta Region. According to air temperature and relative humidity data obtained by mobile traverses from November 2011 to October 2012, the research analyzed the characteristic of urban heat island intensities in fine weather days, extreme hot days, together with thermal comfort index of urban village comparing to those of green space. Shenzhen was affected by tropical monsoon climate of South Asia, with summertime lasting for half a year, with highest air temperature of 30 ℃ and highest relative humidity of 90%. The results showed that urban heat island intensities during dry months were stronger than those of wet months. Urban heat island intensity of urban village usually increased after sunset and decreased after midnight, with highest value occurred in the time between 20:00 and 24:00, reaching 3.95 ℃ at 20:00 of February. Shenzhen experiences summertime from May to September, with hot and humid weather. During this period of time, the Average urban heat island intensity was 1.71 ℃ from 18:00 to 24:00, when residents returned to urban village, making an uncomfortable environment for them. Moreover, the research calculated thermal humidity index (THI) to figure out the differences of thermal environment situation between urban village and green space. The thermal environment was terrible during June to August of both areas, while THI of urban village was higher than reference green space, meaning worse thermal environment, especially during nighttime. The thermal environment got worse during extremely hot days in urban village, leading to higher urban heat island intensities and higher THI, resulting in more terrible thermal environment. The terrible thermal environment of urban village was ascribed to changing of underlying surface from natural land to artificial land, leading to changes of heat balance and water balance.