Emerging tropical cities are experiencing rapid population growth and development, which can greatly affect the thermal environments. The effects of roadside trees and road orientation on the outdoor thermal environment were investigated on four different roads in Kuala Lumpur, Malaysia. Field measurements were conducted to assess outdoor thermal environments, where the selection of sites was based on different roadside tree morphological features and road orientations. Outdoor air temperature (Ta), relative humidity (RH), globe temperature (Tg), wind speed (WS), and wind direction (WD) were measured. Absolute humidity (AH) was estimated based on relative humidity and air temperature. Planting dense canopy trees with an average sky view factor (SVF) of 0.07 reduced the mean radiant temperature (Tmrt) by 35% and the physiological equivalent temperature (PET) by 25%. East–West (E–W) and Northwest–Southeast (NW–SE) oriented roads had high PET values of 41 °C and 43 °C, respectively. North–South (N–S) and Northeast–Southwest (NE–SW) orientated roads had lower PET values (37 °C), providing improved outdoor microclimate. Roadside trees provided greater cooling potential in E–W and NW–SE oriented roads. The findings are useful for urban road design in tropical cities in order to improve the outdoor thermal environment and pedestrian comfort.