Rapid urbanization in the Yellow River Basin intensifies the conflict between urban expansion and the thermal environment, threatening ecological security and sustainable development. Utilizing multi-source data (2000–2023) including nighttime light (NTL) and land surface temperature (LST), this study applies spatial analysis and Geographically Weighted Regression (GWR) to explore the spatial associations between urban development and LST and its drivers across core cities. The results indicate significant spatiotemporal differentiation: mid-downstream cities exhibited contiguous urban expansion, whereas upstream growth remained constrained by local topography, with heat islands consistently concentrating in built-up areas. The warming rate decreased gradually from downstream (0.29–0.40 °C/year) to upstream (0.20–0.30 °C/year). The LST-NTL correlation strengthened notably in mid-downstream regions but remained moderate upstream. GWR analysis revealed that urban development intensity, represented by NTL, is the primary driver of LST increase downstream, while natural factors predominantly mitigate warming upstream. This long-term, multi-city comparison provides a scientific basis for precise urban heat island management and sustainable planning in the basin.