The　urban　thermal　environment　constitutes　a　significant　aspect　of　the　urban　physical　environment　and　warrants　consideration　in　urban　planning.　Nonetheless,　the　nonlinear　relationship　between　various　factors　and　the　urban　thermal　environment　across　different　scales,　as　well　as　effective　strategies　for　mitigating　it,　remain　unclear.　This　study　employs　XGBoost　and　SHAP　models　alongside　Partial　Dependency　Plot　to　analyze　the　impact　of　changes　in　socio-economic　activities,　built　environment,　and　blue-green　spatial　patterns　on　land　surface　temperature　grades　within　the　Shanghai　municipality　and　central　Shanghai.　Findings　underscore　that　factors　influencing　the　urban　thermal　environment　vary　between　the　municipality　and　central　urban　scales.　Specifically,　blue-green　spatial　patterns　change　hold　greater　relative　importance　at　the　scale　of　the　municipality　in　Shanghai,　while　socioeconomic　activities　and　built　environment　changes　are　more　significant　at　central　Shanghai　scale.　Moreover,　the　spatial　contribution　of　factors　varies　across　scales,　and　most　exhibit　a　nonlinear　relationship　with　the　urban　thermal　environment.　This　in-depth　exploration　of　the　scale　effect　on　the　urban　thermal　environment　offers　insights　for　formulating　urban　planning　strategies　to　alleviate　associated　challenges.