The severe heat stress caused by climate change and urbanization has become an urgent issue for sustainable development, and urban green spaces can effectively mitigate heat stress. However, traditional heat stress assessments based solely on temperature can not fully capture human thermal perception, which also hinders the understanding of the multiple pathways through which green spaces regulate thermal comfort, potentially underestimating their ecological benefits. This study used the universal thermal climate index (UTCI) to assess heat stress in Shanxi Province. Structural equation modeling was used to quantify the contribution of green spaces to regulating UTCI through dual pathways of cooling and humidifying. The results showed that, in the summer of 2019, the average UTCI was 30.87 degrees C, indicating moderate thermal stress, with 27.90% of the total area experiencing strong thermal stress. Green spaces reduced UTCI by cooling and humidifying, with respective contributions of 78.02% and 21.98%. In Cold climate zones, which were more humid than Arid climate zones, the humidifying pathway of green spaces accounted for as much as 63.75%, underscoring the significant role of humidification in reducing UTCI. By quantifying the contribution of the dual pathways through which green spaces regulated UTCI, and by comprehensively understanding their mechanisms, this study highlighted the potential of green spaces in enhancing urban climate resilience.