(1) Background: Metro is an important part of urban transportation, carrying huge passenger volume every day. With improvements in people’s living standards, passengers’ demand for a comfortable Metro experience is increasing. In the context of urban development, maintaining a good thermal comfort level of Metro cars is not only conducive to providing a comfortable and healthy environment for passengers, but also has great significance for reducing energy consumption and sustainable urban transportation development. This study provides empirical evidence for Metro design and operation strategies, aiming at creating a safer and more comfortable passenger experience. (2) Methods: By combining passengers’ comfort perception (cognitive value of thermal environment) and rideability perception (confidence in thermal comfort control), this study established a correlation model between thermal comfort and passenger unsafe behavior, namely the integration of SOR (Stimulus-Organism-Response) and TAM (Technology Acceptance Model). This study used methods such as field surveys, structural equation modeling, and reliability and validity analyses to investigate the impact of Metro thermal comfort on passenger behavior safety. (3) Results: This study found that the Metro thermal environment, including temperature, humidity, and airflow velocity, significantly affects passengers’ comfort perception and behavior choices. (4) Conclusions: Passengers may exhibit avoidance behavior in uncomfortable thermal environments, leading to uneven distribution of people in the train car and increasing safety risks. Improving Metro thermal environments can effectively enhance passengers’ perceived comfort and reduce unsafe behavior motivation, which is of great significance for safe Metro operations.