Every spring, the dust weather in the northwest and northern regions of China comes into a frequent period, which seriously affects people’s lives and capacity for production. When the direct radiative effect of dust aerosol changes the energy distribution of the Earth-atmosphere system, the temperature field and boundary layer in the dust-affected area respond quickly. Therefore, it is of great scientific significance to study the direct radiative effect of dust aerosol on the temperature field and boundary layer. In this case study of a typical dust storm event during 5–8 May 2021, we use ground-based observations, satellite data, reanalysis products, and numerical model simulations to quantitatively evaluate the influence of the direct radiative effect of dust aerosols on the daytime and nighttime temperature field. We also focus on the impact of dust weather on the boundary layer and the interaction mechanisms among dust aerosols, the temperature field, and the boundary layer. The results showed the following: (1) Dust aerosols tend to make atmospheric stratification more stable during the day and less stable at night. Dust aerosols decreased the planetary boundary layer height (PBLH) by 109 m in the daytime, but increased it by 215 m at night. (2) The most significant daytime cooling effect is −0.26 °C at an altitude of 0–1 km, while the most significant nighttime warming effect is 0.07 °C at an altitude of 2–3 km. (3) In this event, warm advection was present prior to dust arrival. When dust weather occurs at night, the warming effect of dust aerosol is superimposed on the influence of warm advection, resulting in a temperature increase range near the surface caused by dust aerosol up to 1.55 °C. This results in enhanced thermal instability in the middle and lower layers, further sustaining the development of the ongoing dust weather.