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Urbanization has profound impacts on economic development and environmental quality. Some of the serious consequences of urbanization are the changes in the thermal environment, which directly affect the greater environment and quality of life. Although many studies have been performed on urban heat islands, few have specifically examined the thermal evolution of rapidly expanding ancient cities and the impacts of urbanization on the thermal environments of important heritage sites. In this study, we analyzed the temporal and spatial patterns of the thermal environment quantified as the surface urban heat island (SUHI) and land surface temperature (LST) values from 2000 to 2018 in Xi’an, an ancient city with rich cultural heritage in China. Specifically, we analyzed the temporal evolution of the thermal environments of the functional zones and heritage sites and explore their coupling relationships with the overall temperature of the study area using a statistical analysis approach. Furthermore, we revealed time-sensitive changes in temperature regimes using the newly proposed double temperature curve approach (DTCA). The results showed that the heat island phenomenon has been intensifying in Xi’an, as evidenced by the summer daytime mean SUHI values being greater than 7 °C continuously since 2010 and the increased frequency of high-intensity SUHI effects. Extreme heat conditions were more frequent in the old urban area (built-up and in existence before 2000) than in the new urban area, while SUHI values in the new area deteriorated more rapidly. The changes in temperature in the functional zones were strongly synchronized with the overall temperature changes in Xi’an, and the temperature differences increased linearly with the overall temperature. The LST values in the four major historical heritage sites investigated in this study were 2–8 °C higher than the background temperature and were decoupled from background temperature changes. From the DTCA, we found the time periods of the thermal environment regime changes for each functional zone or heritage site, which were largely the result of policy guidance. Regional synchronization, site decoupling, and regime shifts in LST suggest opportunities for regional planning and urban landscape optimization to reduce adverse effects of urbanization on the urban environment, particularly in cities with rich historical heritage sites.