Aerosol radiative forcing is known to significantly disturb the thermodynamic and dynamic structure of the Planetary Boundary Layer (PBL), particularly in heavily polluted urban regions. In this study, the effects of aerosol–PBL interactions were examined over a megacity in China’s Central Plains by comparing ERA5 reanalysis data with multi-source ground-based observations. Key meteorological variables—including wind speed, wind direction, temperature, and relative humidity—were analyzed across pressure levels from 1000 to 800 hPa. Good agreement in wind direction was observed between ERA5 and observations (R² > 0.84), while wind speed showed a moderate correlation (R² = 0.54–0.73) with an RMSE of 1.85 m/s near 975 hPa. Temperature discrepancies were found to decrease with altitude, with RMSE values reducing from 3.02 K to 1.84 K, indicating a modulation of thermal stratification by aerosol radiative effects. A stable structure was revealed by humidity analysis near the surface but increased variability aloft, with absolute differences reaching ±30% at 850–800 hPa. Diurnal variations were characterized by night-time warming of up to +5 °C in the lower PBL and concurrent cooling above 800 hPa. The Heating and surface Dimming (HD) Index was found to correlate positively with PM_2.5 concentration (R = 0.60), reflecting increased thermal stability and vertical inhomogeneity under aerosol loading. These findings underscore the need for an improved understanding and mitigation of aerosol–PBL interactions to support sustainable urban air quality management strategies.