Elevated walkways can bring pedestrian-friendly urban space back to high-density urban centers that are planned largely for vehicle traffic-for instance, the Lujiazui CBD in Shanghai. Most studies on elevated walkways have focused on transportation planning, structural safety as well as urban form and design. Few have paid attention to thermal conditions and pedestrian comfort issues on elevated levels. Considering all of the environmental factors that influence human thermal comfort, one could claim that there will be more breezes on elevated levels compared to sidewalks at the ground levels, but they can be exposed to increased solar radiation and thus higher radiant temperatures, if not properly shaded. The overall effect of the change in elevation on human thermal comfort is thus unknown. This study attempts to investigate the microclimate and human thermal comfort of a recently completed Lujiazui Elevated Walkway (LEW) system in the Lujiazui CBD, Shanghai, under a hot-humid sub-tropical climate. Micrometeorological measurements and a guided questionnaire survey were carried out on peak summer days. The data analysis indicates that the LEW is thermally more uncomfortable than its ground level counterpart. Air temperature was higher, whereas wind velocity is lower on the skywalk level than on the ground level, which is counter-intuitive. The resultant physiological equivalent temperature (PET) indicates warm conditions on the ground level (with good shading) while there are hot conditions on the skywalk. Based on the empirical findings, design strategies are proposed to improve the thermal comfort conditions on the LEW, and to better support pedestrian activities in this typical high-rise high-density urban area.