Urban greenery is a strategy to improve the thermal environment in urban areas affected by heat islands and global warming. These phenomena can harm the citizens’ quality of life. Researchers have investigated the thermal benefits of urban vegetation, but only a few have explored its complexities across diverse urban scales. Understanding these variations is critical for precise analysis, customized solutions, efficient resource allocation, and enhancing urban living quality while promoting sustainability and climate resilience. This paper reviews 250 scientific articles about the relationship between greenspace and the urban thermal environment published between 2010 and 2023 through urban scales. It summarizes the parameters and findings of greenery’s contribution to cooling the urban environment. The data reveal that most studies concentrated on the block scale, public open spaces, neighborhoods, parks, grouped vegetation, mixed arrangements, high vegetation, spatial parameters, and the use of air temperature data to report their findings. The cooling-effect evidence shows that the block scale has an average mitigation range of 0.7–2.7 °C, the neighborhood scale of 1.1–2.9 °C, and the city scale of 0.5–2.2 °C. Furthermore, it is critical to define reliable research methods and perform thorough software validation to assess model performance and establish guidelines for urban-landscape design accurately.