Institutional inequality has created an environment in which our physical surroundings reflect racial and economic biases – causing inequitable thermal comfort and energy consumption across neighborhoods. Just as energy and thermal comfort challenges are unique to each climate and built environment, the solutions to address these issues should be optimized for their context. We introduce a novel integrated data-driven and building energy simulation method that incorporates urban context, satellite imagery, and socioeconomic data to analyze multi-scale retrofit scenarios across disparate communities. We apply this method to case studies in New York City and Los Angeles to analyze energy and thermal comfort inequities across distinct climate zones and urban morphologies. Through parametric analysis, we demonstrate the efficacy of multi-scale retrofits at improving building performance and reducing existing thermal inequities. Our research shows that retrofit effectiveness is influenced by the microclimatic changes induced by the urban context and existing infrastructural inequity. For example, instantaneous building cooling energy demand in a disadvantaged community of Los Angeles is reduced more due to window retrofits (around 30 kWh) than by a greenspace retrofit (around 3 kWh). Greenspace installation dissipates more heat overnight and in the early morning, whereas window retrofits reduce solar heat gain during the day, showing the different heat reduction pathways that retrofits can achieve. Although the window retrofits lead to an order of magnitude higher utility cost savings ($70 savings from windows vs $9 for greenspace and $12 for reduced cars), the district-scale retrofits show promising pathways for reducing the cost burden across all residents. We also analyze pathways for achieving city-specific CO2 reduction targets and find that building-level retrofits are most effective at meeting building performance standards (reducing CO2 by 40%), whereas district-level retrofits should be used to achieve city-scale climate goals because of the sequestered and abated emissions offered by these pathways. This generalizable modeling framework empowers policymakers, urban planners, and building owners around the world to analyze pathways for meeting their climate action plan goals by reducing extreme heat, reducing greenhouse emissions, and reducing energy cost burden while improving environmental justice in their cities.