The Fengyun-4A (FY-4A) satellite is a new-generation geostationary meteorological satellite developed by China. The advanced geosynchronous radiation imager (AGRI), one of the key payloads onboard FY-4A, can monitor sea surface temperature (SST). This paper compares FY-4A/AGRI SST with in situ and Himawari-8/advanced Himawari imager (AHI) SST. The study area spans 30°E–180°E, 60°S–60°N, and the study period is from January 2019 to December 2021. The matching time window of the three data is 30 min, and the space window is 0.1°. The quality control criterion is to select all clear sky and well-distributed matchups within the study period, removing the influence of SST fronts. The results of the difference between FY-4A/AGRI and in situ SST show a bias of −0.12 °C, median of −0.05 °C, standard deviation (STD) of 0.76 °C, robust standard deviation (RSD) of 0.68 °C, and root mean square error (RMSE) of 0.77 °C for daytime and a bias of 0.00 °C, median of 0.05 °C, STD of 0.78 °C, RSD of 0.72 °C, and RMSE of 0.78 °C for nighttime. The results of the difference between FY-4A/AGRI SST and Himawari-8/AHI SST show a bias of 0.04 °C, median of 0.10 °C, STD of 0.78 °C, RSD of 0.70 °C, and RMSE of 0.78 °C for daytime and the bias of 0.30 °C, median of 0.34 °C, STD of 0.81 °C, RSD of 0.76 °C, and RMSE of 0.86 °C for nighttime. The three-way error analysis also indicates a relatively larger error of AGRI SST. Regarding timescale, the bias and STD of FY-4A/AGRI SST show no seasonal correlation, but FY-4A/AGRI SST has a noticeable bias jump in the study period. Regarding spatial scale, FY-4A/AGRI SST shows negative bias at the edge of the AGRI SST coverage in the Pacific region near 160°E longitude and positive bias in high latitudes of the southern hemisphere. The accuracy of FY-4A/AGRI SST depends on the satellite zenith angle and water vapor. Further research on the FY-4A/AGRI SST retrieval algorithm accounting for the variability of water vapor will be conducted.