The Urban heat island (UHI) effect has evolved into one of the key environmental problems affecting urban ecological environment and sustainable development. Based on 52 Urban Thermal Heat spots (UTHSs) with significant differences between land use structure and UGI spatial layout within the influence range of UHI in Shanghai, Landsat-8/9 satellite images were used to construct a high-dimensional data set reflecting the impact of built environment components on urban thermal environment. Descriptive statistical analysis was used to analyze the spatial difference qualitatively. Using stepwise regression model and partial least square regression (PLSR) model, the complex response relationship between UGI pattern differentiation and urban thermal environment in three spatial stratification ranges of UTHSs was quantitatively analyzed. Overall, the statistical explanatory power of the partial least square regression PLSR model is due to the stepwise regression model. The PLSR model points out that moderately increasing the average building height, CA, PLAND, LSI and LPI play a positive role in inhibiting/slowing down the growth of LST (land surface temperature), and the cooling effect of index weights decreases in order. However, the interaction effects of CA×Cohesion×AI×LPI and PLAND×CA×Cohesion×AI×LPI exert relatively small weight on the cooling effect, and according to the results, suggestions such as UGI structure and urban construction layout optimization can effectively alleviate the urban heat island effect are proposed.