Today’s cities require deeper understanding of the thermal environment and PM10 as their management becomes more critical. Based on these circumstances, this study investigated the Granger causality between the thermal environment and PM10 of the 25 districts of Seoul, the most populous and urbanized city in Korea. The results of the Granger causality test on the thermal environment and PM10 were classified into 12 types. Except for type 12, the temperature and urban island heat intensity of the other 11 types operated as a Granger-cause to each other in both directions. Temperature operates as a Granger-cause of urban island heat intensity in type 12. The PM10 level and urban pollution island intensity operated as a Granger-cause to each other in all districts. For types 1 and 2, thermal environment operated as a Granger-cause to PM10 in one direction, and type 3–type 12 confirmed that thermal environment and PM10 operated as a Granger-cause in both directions. Findings reveal the intricate c