Vegetation exerts a significant cooling effect, particularly during the hot summer; however, the spatial scale effects and gender difference among occupants’ subjective thermal comfort remain elusive. Developing a comprehensive model to elucidate the multidimensional relationship between green spaces and thermal experience holds paramount importance. Taking Longzi River Park in Zhengzhou city as a case study, this research examined the influence of vegetation on thermal experience by using structural equation modeling (SEM) from perspectives of fitting scale and gender disparities. It was found that (1) The vegetation environment not only influences thermal sensation, comfort and demand independently, but also influences the pathway between them. These influence paths constitute a complex causal network, functioning as a framework of “sensation → comfort → demand” and its influencing factors. (2) There exists a scaling effect in the pathway framework, which conforms to a threshold of 10 m for the inner radius and 30 m for the outer radius. The goodness of SEM model fit declines with the increase in either the inner radius or the outer radius, or both. (3) Differences in genders are exhibited for the pathway framework, with the vegetation exerting a stronger influence on female sensation and comfort, as well as male demand. The pathway from sensation to comfort to demand is more pronounced in male populations. The research findings contribute to the development of improved and sustainable vegetation distribution in urban parks.