Heat stress has been recognized as one of the consequences of climate change in urban areas. Its adverse effects on the urban population range from economy, social, environment, and human health. With the increasing urbanization and economic development in cities, heat stress is expected to worsen. This particular study aims to achieve two objectives: (1) to understand the determinants of heat stress, especially the roles of the urban environment in exacerbating the heat stress, and (2) to explore the effects of heat stress to human health using self-reported health assessment. We employed a cross-sectional study using a survey questionnaire from 505 respondents living in the urban area of Bangkok, Thailand. We found that socioeconomic conditions of the individual and urban environment were significant determinants of urban heat stress. Low-income urban populations living in high-density areas with less green open space were more likely to experience heat stress. We also found that heat stress significantly affects human health. Those who reported a higher level of heat stress were more likely to have adverse health and well-being outcomes. The findings suggest that the increased risk of heat stress represents a major problem in the Bangkok, Thailand. It is necessary to address heat stress in adaptation policy and measures at the city levels amid the continued increase of global temperature and climate change.