Rapid urbanisation is affecting people in different ways, with some becoming more vulnerable to the impacts of climate change. Africa’s cities are projected to be home to nearly 60% of the continent’s population by 2050. In conjunction with climate change, these cities are experiencing critical environmental challenges, including changes in the urban thermal environment. Urban areas generally exhibit significantly higher air and surface temperatures than their surrounding rural areas, resulting in urban heat islands. However, little has been done to synthesise existing knowledge and identify the key research gaps in this area, particularly in Africa. This paper focuses on the combined effects of urbanisation and climate change on the urban thermal environment in Africa, and provides a comprehensive review of results, major advances and the dominant direction of research. Our review of 40 publications from peer-reviewed journals from 2000 to 2021 revealed that South Africa, Ethiopia and Nigeria were most frequently studied, and satellite imagery-based data and analysis were used predominantly. Results from a few studies have shown the practical implications for urban land-use planning, informal settlement management, human wellbeing and productivity, energy use, air pollution and disease spread. Integrated approaches, strengthening planning institutions, and early warning systems are proposed to address climate change. Low-income groups are emphasised in efforts to help people cope with heat stress. Solutions based on land use and land cover dynamics and blue–green infrastructure are mentioned but are in need of further research. Cities with similar patterns of urbanisation, geographies and climate conditions could benefit from multi-disciplinary research collaboration to address the combined impacts of rapid urbanisation and climate change.