Three-dimensional urban landscapes significantly alter surface energy dynamics and local climates. However, it remains unclear how heat fluxes impact the microclimate at the neighborhood scale in dense megacities. Combined spatial gradient sampling method and multi scenarios simulations based on the ENVI-met model, we aimed to explore the relations between heat fluxes and microclimate in Beijing, China. The results showed that (1) The sensible heat flux/latent heat flux had the largest explanatory power to wind speed at night (39% vs. 39%), followed by air temperature at midday (35% vs. 24%). The explanatory power improved under dual-factor regression analysis, especially for the wind speed at night (67%). (2) As the sensible heat flux/latent heat flux increased by 10 W/m2 at midday, the air temperature increased by 0.024°C and 0.017°C, respectively. (3) As the sensible heat flux/latent heat flux increased by 10 W/m2 at night, the wind speed increased by 0.21 m/s and 0.76 m/s, respectively. For the neighborhoods with high sensible heat flux and low latent heat flux, both decreasing the three-dimensional fractal of buildings and greening the plants can lead to more comfortable thermal environment.