It is known that the urban environment amplifies the effects of climate change, sometimes with disastrous consequences that put people at risk. These aspects can be affected by urban vegetation and planting design but, while there are thousands of papers related to the effects of climate change, a relatively limited number of them are directly aimed at investigating the role of vegetation as a mitigating factor in the urban context. This paper focuses on reviewing the research on the role of urban vegetation in alleviating the adverse conditions of the urban environment in order to provide some practical guidelines to be applied by city planners. Through an analysis of the documents found in Scopus, Web of Science, and Google Scholar using urban vegetation and climate change-related keywords we selected five major issues related to the urban environment: (1) particulate matter, (2) gaseous pollution, (3) noise pollution, (4) water runoff, (5) urban heat island effect. The analysis of existing knowledge reported here indicates that the roles of urban vegetation on the adverse effect of climate change could not be simply deemed positive or negative, because the role of urban green is also strongly linked to the structure, composition, and distribution of vegetation, as well as to the criteria used for management. Therefore, it could help to better understand the roles of urban green as a complex system and provide the foundation for future studies.