This study set out to understand the dynamics of human thermal sensation and perception associated with outdoor thermal variability in urban contexts. Previous studies found that compact urban forms and green features can contribute to urban climate diversity, and conjectured whether the wax and wane of thermal stress can promote thermal satisfaction in outdoor public spaces. Hence, a stop-and-go method has been developed to accurately capture thermal transitions along urban walks and to provide snapshots of the momentary body thermal sensation and subjective thermal perception. The measurement campaigns carried in late summer involved a total of 40 participants walking for 70 min through two waterfront districts in Rome, Italy. Our findings indicate that: (1) the oscillation of air temperature along the dense urban walk (R2=0.74) is nearly twice as frequent as that along the sparse suburban walk (R2=0.23), due to the microclimatic diversity shaped by the compact urban fabrics, pocket parks and tree-lined river banks; (2) the Universal Thermal Climate Index (UTCI) contrast can effectively predict thermal alliesthesia (R2=0.34) measured by the rate of change of mean skin temperature (d(Tmskin)/dt < 0.012°C∙min−1); (3) subjective perception shows a significant trend but a poorer model fit (R2<0.25) predicted by UTCI and Tmskin; (4) two confounders, view and social backgrounds, are proved to affect the regression model between the objective and subjective data. The conclusions emphasise the importance of incorporating spatial and social contexts into the investigation of outdoor thermal comfort via physiological and psychological approaches.