Outdoor thermal comfort is a critical determinant of urban livability and public health, particularly in the face of the increasing frequency and intensity of extreme weather events. While meteorological variables are well-established drivers of thermal stress, the influence of ambient air pollution on human thermal perception remains poorly understood and largely overlooked in urban climate research. To address this gap, this study investigates the multidimensional effects of six major air pollutants PM2.5, PM10, SO2, NO2, O3, and CO on the Universal Thermal Climate Index (UTCI) across 370 Chinese cities from 2020 to 2024. Using integrated spatiotemporal analysis, we found significant seasonal, diurnal, and climatic heterogeneity in pollutant-UTCI interactions. Our findings reveal that O3 and PM10 amplify thermal stress during summer daytime through photochemical heating and radiative forcing, whereas PM2.5 and CO reduce nocturnal heat loss in winter by trapping long-wave radiation, effectively acting as thermal insulators. These effects are further modulated by local climate: arid regions (e.g., Lanzhou) experience exacerbated O3-driven heat stress, while cold zones (e.g., Harbin) benefit from particulate-induced warming in winter. Meteorological factors serve as dual regulators; temperature and solar radiation directly elevate the UTCI, while wind and humidity govern pollutant dispersion and thus indirectly shape thermal comfort. This study not only advances the scientific understanding of air pollution's role in urban thermal environments but also provides actionable, data-driven insights for climate-resilient urban planning, public health interventions, and integrated environmental policies that jointly address air quality and thermal comfort in rapidly urbanizing regions.