Urbanization has seen a notable surge globally in recent decades, contributing to the conversion of natural surfaces into artificial land surfaces and leading to continuous rises in surface as well as air temperature. As a result of this phenomenon, the health and general well-being of city people are deleterious, particularly for those who spend a lot of time outside their homes. This chapter aims to evaluate the spatio-seasonal outdoor thermal comfort of four selected million-plus cities in India, having diverse physio-climate settings, for the period of March 2022–February 2023. A comprehensive set of meteorological, air pollutants, and surface biophysical parameters was chosen to determine the thermal comfort of cities. The Thermal Index (THI) was used to ascertain the thermal comfort of cities. Subsequently, the Geographically Weighted Regression (GWR) model was utilized to understand the spatio-seasonal non-stationarity of outdoor thermal comfort over cities. Additionally, Local Indicator for Spatial Association (LISA) was applied to examine the seasonal variability of spatial clusters and outliers of thermal comfort over cities. The findings revealed that in pre-monsoon and monsoon, Agra city experienced the highest level of discomfort (41.07 and 37.52 °C), whereas in post-monsoon and winter, this situation was observed in Hyderabad (34.70 and 35.60 °C). The GWR model provided the best results for Lucknow, where 87%, 69%, 65%, and 55% variance were explained by explanatory variables in four seasons, respectively. LISA indicated clusters of higher and lower thermal stress had been persistent over the seasons in Hyderabad, Lucknow, and Agra, but in Kolkata, the high thermal discomfort zone shifted with seasonal variations. This work will provide valuable insights to policymakers in formulating effective objective-oriented strategies for sustainable urban livelihood.