Urban analysis at different spatial scales (micro- and mesoscale) of local climate conditions is required to test typical artificial urban boundaries and related climate hazards such as high temperatures in built environments. The multitude of finishing materials and sheltering objects within built environments produce distinct patterns of different climate conditions, particularly during the daytime. The combination of high temperatures and intense solar radiation strongly perturb the environment by increasing the thermal heat stress at the pedestrian level. Therefore, it is becoming common practice to use numerical models and tools that enable multiple design and planning alternatives to be quantitatively and qualitatively tested to inform urban planners and decision-makers. These models and tools can be used to compare the relationships between the micro-climatic environment, the subjective thermal assessment, and the social behaviour, which can reveal the attractiveness and effectiveness of new urban spaces and lead to more sustainable and liveable public spaces. This review article presents the applications of selected environmental numerical models and tools to predict human thermal stress at the mesoscale (e.g., satellite thermal images and UrbClim) and the microscale (e.g., mobile measurements, ENVI-met, and UrbClim HR) focusing on case study cities in mid-latitude climate regions framed in two European research projects.