Many studies have revealed the characteristics and spatial-temporal dynamics of the thermal environment in specific cities or urban agglomerations (UA), as well as the associated determining factors. However, few studies focus on the changing relationships (the difference, distance, interaction, etc.) among inner cities’ heat islands in a UA, which represent not only the detailed dynamics of regional thermal environment (RTE), but also the changing competition and cooperation among cities in a developing UA. In this study, we used Moderate Resolution Imaging Spectroradiometer (MODIS) land surface temperature (LST) products to map and analyze the detailed dynamics of the Beijing-Tianjin-Hebei (BTH) UA thermal environment. From 2001 to 2015, the mean surface urban heat island intensity (SUHII) of the BTH increased significantly, and the surface urban heat islands (SUHIs) in the southern BTH have rapidly increased, expanded and connected, eventually forming a large heat islands agglomeration. According to correlation analysis, urban sprawl probably led to the expansion and enhance of SUHIs in the south plain, while the forest has significantly alleviated urban heat island effect in northern mountains. The results expose the detailed evolution process of BTH thermal environment, and the changing relationships among the inner cities. In a developing UA, mitigation solutions (e.g., ecological corridors or controlling energy consumption) are in demand to stop the formation of a great heat region.