The main factor of the formation and deterioration in China’s urban thermal environment is human activity, which is difficult to describe and measure. A new perspective on the effect of human activity on the urban thermal environment can be obtained by examining the interaction between location-based service (LBS) data and the urban thermal environment in China. However, relevant research is still limited. In this study, we used Tencent LBS data, Terra/Aqua MODIS land surface temperature (LST) data, and land use data to investigate the relationship between LBS and the urban thermal environment, specifically the LST and surface urban heat island intensity (SUHII) across China and its provinces. Our results showed that (1) in summer, the heat island effect was an issue in 94% of the urban areas in China, which was worse during the day. The high- and low-value periods of LBS data on a given day coincided with the acquisition times of MODIS LST products during the day and at night, respectively. (2) During both the day and at night, there was a significant connection between LBS data and the urban thermal environment in China. The highest correlation coefficient (r) between LBS data and the LST could reach 0.55 (p < 0.01) at the provincial level, and the highest correlation coefficient (r) between LBS data and the SUHII could reach 0.78 (p < 0.01) at the provincial level. (3) The urban thermal environment diurnal difference and LBS data exhibited a significant relationship. The ΔLBS diurnal differences were significantly positively related to the SUHII diurnal differences in China. The overall study findings revealed that LBS data constitute an important parameter to represent the human activity intensity when investigating the formation of the urban thermal environment in China.