Thermally comfortable outdoor spaces have contributed to high-quality urban living. In order to provide a further understanding of the influences of gender and long-term thermal history on outdoor thermal comfort, this study conducted field surveys at a university campus in Shanghai, China by carrying out microclimatic monitoring and subjective questionnaires from May to October, 2019. The analysis of collected data found that, during our survey, 57% of the occupants felt comfortable overall and 40–60% of them perceived the microclimate variables (air temperature, humidity, solar radiation, and wind speed) as “neutral”. The universal thermal climate index (UTCI) provided a better correlation with occupant thermal sensation than the physiologically equivalent temperature (PET). Females were more sensitive to the outdoor thermal environment than males. Older age led to lower thermal sensation, but the thermal sensitivities for age groups of 50 were similar. Occupants who had resided in Shanghai for a longer period showed higher overall comfort rating and lower thermal sensation. Interviewees who came from hot summer and cold winter climate regions were less effected by the change of UTCI than those from severe cold or cold climate regions.