Urban greening is the most effective way to regulate the microclimate environment and thermal discomfort. However, despite being an important type of vegetation, relatively few studies have investigated the effect of bamboo on microclimate characteristics and thermal comfort. In this study, the microclimate characteristics and the differences in the thermal comfort provided by common bamboo communities in East China were investigated in summer and winter, and the effects of canopy structure characteristics on microclimate and thermal comfort were analyzed. The results showed that there were significant differences in microclimate between bamboo communities and the control check in summer, but the differences in air temperature in winter were not obvious. In the daytime during summer, the maximum daily average temperature of the bamboo community decreased by 2.6 °C, and the maximum temperature–humidity index (THI) decreased by 1.1 °C. In the daytime during winter, the maximum daily average temperature increased by 0.5 °C and the maximum THI increased by 0.8 °C. Among the different bamboo communities, Sinobambusa tootsik var. laeta and Pseudosasa amabilis had better effects on improving microclimate and thermal comfort, while the effects of Phyllostachys nigra and Phyllostachys heterocycla ‘Pubescens’ were relatively small. Aspects of canopy structure, especially leaf area index and canopy coverage, had the greatest influence on the microclimate environment, while air temperature made the greatest contribution to thermal comfort. The goal of our study is to quantify the data to confirm the role of bamboo in improving urban climate problems and human comfort and to further select the appropriate bamboo species for urban green spaces and to utilize the ecological benefits of bamboo to optimize the human living environment.