Urban overheating and its ongoing exacerbation due to global warming and urban development lead to increased exposure to urban heat and increased thermal discomfort and heat stress. To quantify thermal stress, specific indices have been proposed that depend on air temperature, mean radiant temperature (MRT), wind speed, and relative humidity. While temperature and humidity vary on scales of hundreds of meters, MRT and wind speed are strongly affected by individual buildings and trees and vary on the meter scale. Therefore, most numerical thermal comfort studies apply microscale models to limited spatial domains (commonly representing urban neighborhoods with building blocks) with resolutions on the order of 1 m and a few hours of simulation. This prevents the analysis of the impact of city-scale adaptation and/or mitigation strategies on thermal stress and comfort. To solve this problem, we develop a methodology to estimate thermal stress indicators and their subgrid variability in mesoscale models – here applied to the multilayer urban canopy parameterization BEP-BEM within the Weather Research and Forecasting (WRF) model. The new scheme (consisting of three main steps) can readily assess intra-neighborhood-scale heat stress distributions across whole cities and for timescales of minutes to years. The first key component of the approach is the estimation of MRT in several locations within streets for different street orientations. Second, mean wind speed and its subgrid variability are downscaled as a function of the local urban morphology based on relations derived from a set of microscale LES and RANS simulations across a wide range of realistic and idealized urban morphologies. Lastly, we compute the distributions of two thermal stress indices for each grid square, combining all the subgrid values of MRT, wind speed, air temperature, and absolute humidity. From these distributions, we quantify the high and low tails of the heat stress distribution in each grid square across the city, representing the thermal diversity experienced in street canyons. In this contribution, we present the core methodology as well as simulation results for Madrid (Spain), which illustrate strong differences between heat stress indices and common heat metrics like air or surface temperature both across the city and over the diurnal cycle.