Aerosols affect the insolation at ground and thus the Aerosol Optical Depth (AOD, a measure of aerosol pollution) plays an important role on the variation of the Physiological Equivalent Temperature (PET) at locations with different aerosol climatology. The aerosol effects upon PET were studied for the first time at four East Asian cities by coupling a radiative transfer model and a human thermal comfort model which were previously well evaluated. Evident with the MODIS and AERONET AOD observations, the aerosol pollution at Beijing and Seoul was higher than at Chiayi (Taiwan) and Hong Kong. Based on the AERONET data, with background AOD levels the selected temperate cities had similar clear-sky PET values especially during summertime, due to their locations at similar latitudes. This also applied to the sub-tropical cities. Increase in the AOD level to the seasonal average one led to an increase in diffuse solar radiation and in turn an increase in PET for people living in all the cities. However, the heavy aerosol loading environment in Beijing and Seoul in summertime (AODs > 3.0 in episodic situations) reduced the total radiative flux and thus PET values in the cities. On the contrary, relatively lower episodic AOD levels in Chiayi and Hong Kong led to strong diffuse and still strong direct radiative fluxes and resulted in higher PET values, relative to those with seasonal averaged AOD levels. People tended to feel from “hot” to “very hot” during summertime when the AOD reached their average levels from the background level. This implies that in future aerosol effects add further burden to the thermal environment apart from the effects of greenhouse gas-induced global warming. Understanding the interaction between ambient aerosols and outdoor thermal environment is an important first step for effective mitigation measures such as urban greening to reduce the risk of human heat stress. It is also critical to make cities more attractive and enhancing to human well-being to achieve enhancing sustainable urbanization as one of the principal goals for the Nature-based Solutions.