Current development of temperature-related health early warning systems mainly arises from knowledge of temperature-related mortality or hospital-based morbidity. However, due to the delay in data reporting and limits in hospital capacity, these indicators cannot be used in health risk assessments timely. In this study, we examine temperature impacts on emergency ambulance and discuss the benefits of using this near real-time indicator for risk assessment and early warning. We collected ambulance dispatch data recording individual characteristics and preliminary diagnoses between 2015 and 2016 in Shenzhen, China. Distributed lag nonlinear model was used to examine the effects of high and low temperatures on ambulance dispatches during warm and cold seasons. Lag effects were also assessed to evaluate the sensitivity of ambulance dispatches in reflecting immediate health reactions. Stratified analyses by gender, age, and a wide range of diagnoses were performed to identify vulnerable subgroups. Disease-specific numbers of ambulance dispatches attributable to non-optimal temperature were calculated to determine the related medical burdens. Effects of temperature on ambulance dispatches appeared to be acute on the current day. Males, people aged 18–44 years, were more susceptible to non-optimal temperatures. Highest RR during heat exposure by far was for urinary disease, alcohol intoxication, and traumatic injury, while alcohol intoxication and cardiovascular disease were especially sensitive to cold exposure, causing the main part of health burden. The development of local health surveillance systems by utilizing ambulance dispatch data are important for temperature impact assessments and medical resource reallocation.