Religious spaces are an integral part of Indian cities. Unique in their spatiality, they function as socio-cultural hubs drawing users from varied economic and social hierarchies. This study deals with physical and perceptional assessments of micrometeorological conditions in two religious squares namely Hanuman Mandir Square (HMS) and Gurudwara Bangla Sahib Square (GBS) located in New Delhi (28.6° N; 77.2° E), India. The study involved real-time physical measurement of environmental variables such as dry-bulb temperature (Ta, °C), globe temperature (Tg, °C), relative humidity (RH), and air velocity (Va). Variables such as physiological effective temperature (PET), universal thermal comfort index (UTCI), and mean radiant temperature (Tmrt, °C) were computed from measured variables. Concurrent thermal comfort surveys were carried out with 353 respondents in both the squares. The paper describes the thermal characteristics of the studied squares and presents the associated subjective thermal response and preferences of the users. PET was found to correlate well with the subjective responses. The neutral value of PET is found to be 24.7 °C. The neutral PET value of respondents visiting for non-worship purposes was found to be 2.7 °C lesser than those visiting for worship purposes. People visiting the squares for non-worship purpose however were found to be more tolerant of higher PET conditions as compared to others. Factors such as intent of visit, solar exposure, thermal history, and landscape elements were found to have a statistically significant influence on the thermal perception. The paper further summarizes the adaptive opportunities preferred by the users in order to improve thermal comfort in the studied squares. A weighted ranking of adaptive preferences reported by the respondents has also been presented.