Urban heat islands (UHI) are important environmental issue in cities where urban spatial structure has been proven to play an important role in alleviating UHI effects. The relationship between land surface temperature and urban spatial structures has been explored, providing strong support for their cooling effects. Urban roads are the skeleton of urban spatial structures, with obvious spatial structure characteristics; however, research on the relationship between roads and the thermal environment has been mostly focused at the micro and meso level, lacking exploration at the macro spatial structure scale. Xuzhou—a typical average-sized city in China—was selected as the research object and the road system as the carrier. The thermal environmental effects of road elements such as their structural attributes, geometric attributes and unique construction attributes were quantitatively analyzed using geographically weighted regression analysis. The results revealed that 1) the contribution of roads in the study area to the UHI effect is relatively stable; therefore, this area should become an important cooling space to decompose UHI patch connectivity and thus decrease the UHI effect. 2) the self-organizing structural characteristics of urban roads affect their thermal environments where in the straightness of the road structure and road thermal environment showed a clear overall negative correlation And 3) the length and width of the road segments had negative and positive effects on the thermal environment, respectively. The green coverage of the roads has a global negative effect on the thermal environment, but shows obvious spatial non-stationarity. Therefore, green measures must be implemented in different regions. The results here provide a quantitative basis for urban road system planning and urban form management and control that incorporates thermal environment improvements, as well as a reference for the study of urban thermal environments under different spatial forms and planning control systems in other countries and regions.