Urbanization has significantly transformed natural surfaces into impervious surfaces, which has subsequently disturbed the balance of the global surface thermal energy. However, key landscape dynamic transfer processes that can affect land surface temperature (LST) and regional thermal environment (RTE) remain poorly understood, especially in the context of urban agglomerations. Hence we selected one of the world's most rapidly urbanized regions – the Pearl-River-Delta Metropolitan Region (PRDR) located in southern China as the case. With the help of Google Cloud Computing, Markov model, and spatial analyses, we have further quantified the strong contributions of urbanization and urban agglomeration development to RTE dynamics and evolution. Specifically, we revealed (1) the cooling effects of ecological land loss and gain are significantly different, which provides evidence that the existing natural ecosystems (especially forests) are valuable for climatic adaptation because newly constructed ecological land does not provide the same cooling effect. (2) We found that the RTE is not only influenced by land cover patterns and process but also significantly dominated by the specific land conversion processes. (3) From 1995 to 2015 in the PRDR, built-up land increased significantly, while the ecological land was significantly reduced, and the isolated urban heat islands were gradually connected and interacted with each other, forming the regional heat island. (4) We also proposed that the relationship between urbanization rate and temperature (RLST) may conform to the Environmental Kuznets Curve. This study enhances the understanding of RTE dynamics and evolution in urban agglomeration and provides important insights into existing natural ecosystem protection and climate adaptation planning.