Outdoor thermal comfort is determined by urban morphology and the geometry of outdoor urban spaces. The local climate zone (LCZ) classification system aims to characterise the urban and rural land cover based on various urban morphological parameters. It has been widely used in studies of the thermal environment, but the subjective thermal perception between LCZ classes has rarely been studied. This study evaluated the microclimatic conditions and subjective perception of the thermal environment in eight LCZs in Hong Kong, using questionnaire surveys and field measurements. An ANOVA test showed that the microclimatic conditions were significantly different across eight LCZs, and this could be attributed to the urban morphology and the geometry of the outdoor urban spaces. This does not only affect the critical conditions but also the variations in the thermal environment. The highest maximum temperature (38.9 °C) was found in LCZ 1, and the lowest maximum temperature (29.9 °C) was observed in land cover LCZs. Subjective assessment showed that compact or high-rise settings were associated with warmer thermal sensations reported by the respondents. The relationship between the level of thermal stress and subjective thermal sensation changed across LCZs. This study demonstrated that the LCZ classification provides a characterisation of both the physical and thermal environment. It is also one of the first attempts to examine the relationship between the thermal environment and subjective perceptions using the LCZ classification system. Further work is required to investigate how thermal comfort indicators can be used to represent the thermal comfort conditions in different LCZs.