Since it is insufficiently clear to urban planners in the Netherlands to what extent design measures can reduce heat stress and which urban spaces are most comfortable, this study evaluates the impact of shading, urban water, and urban green on the thermal comfort of urban spaces during hot summer afternoons. The methods used include field surveys, meteorological measurements, and assessment of the PET (physiological equivalent temperature). In total, 21 locations in Amsterdam (shaded and sunny locations in parks, streets, squares, and near water bodies) were investigated. Measurements show a reduction in PET of 12 to 22 °C in spaces shaded by trees and buildings compared to sunlit areas, while water bodies and grass reduce the PET up to 4 °C maximum compared to impervious areas. Differences in air temperature between the locations are generally small and it is concluded that shading, water and grass reduce the air temperature by roughly 1 °C. The surveys (n = 1928) indicate that especially shaded areas are perceived cooler and more comfortable than sunlit locations, whereas urban spaces near water or green spaces (grass) were not perceived as cooler or thermally more comfortable. The results of this study highlight the importance of shading in urban design to reduce heat stress. The paper also discusses the differences between meteorological observations and field surveys for planning and designing cool and comfortable urban spaces. Meteorological measurements provide measurable quantities which are especially useful for setting or meeting target values or guidelines in reducing urban heat in practice.