Urban expansion and land cover change can intensify the effects of urban heat islands (UHIs). While previous studies have associated UHI intensity with land cover patterns, the causal links to socioeconomic factors are less frequently explored, particularly in extreme environments. In this study, we used Landsat 5, 7, and 8 Imagery between 1991 and 2023 to characterize the evolution of the Surface Urban Heat Island (SUHI) and tested how Land Surface Temperatures (LST) are associated with land cover patterns and socioeconomic variability within Mexicali, one of the cities with the hottest temperature records in North America. We found significant long-term trends in LST with an average increase of approximately 0.15 degrees C per year, with a SUHI that peaks in April at 4.59 degrees C, large seasonal variation, and a strong correlation with available weather station data. By analyzing spatially explicit patterns of SUHI, in relation to green infrastructure coverage across 429 socioeconomic sub-municipal areas for years 2018-2022, we developed an integrative Urban Heat Vulnerability Index (UHVI) which identified areas where lower socioeconomic marginalization coincides with more green coverage and lower LST. In contrast, the most socioeconomically marginalized areas were subject to higher temperatures and less vegetation. Our results indicate that Mexicali is a vegetation-deprived city in need of transformative changes to reduce urban heat, particularly in peripheral, lower-income neighborhoods. We recommend implementing nature-based solutions such as drought-tolerant urban greening and green roofs to mitigate the impacts of extreme heat in one of the hottest cities in North America.