Increased urban heat intensifies thermal discomfort, particularly in critical public spaces such as transit stops. This study investigated the predictors of transit users' thermal perceptions in Denver, Colorado—a semi-arid city. Sixty bus stops spanning a gradient of land cover compositions were selected for study. Micrometeorological data, including thermal comfort indices, were collected alongside survey responses from 77 users at 31 unique stops. Survey responses captured thermal sensation votes (TSV) and thermal comfort votes (TCV) as well as aesthetic preference votes (APV) of bus stop structure. Ordinal forest analysis revealed that for both TSV and TCV, aesthetic preferences and thermal comfort indices were the most influential predictors of transit user thermal perception. Multiple ordered logistic regression further demonstrated that, for TSV, higher APV was associated with lower odds of rating a thermal environment as hot (OR = 0.664, p < 0.002) while increased Physiological Equivalent Temperature (PET) raised these odds (OR = 1.101, p < 0.006). An interaction analysis demonstrated that APV significantly moderated the effect of PET on TCV (interaction OR = 1.040, p < 0.041), suggesting that aesthetic preferences are significantly correlated with an alleviation of thermal discomfort under high heat stress. Bivariate analyses further indicated that bus stops with greater tree canopy cover (OR = 1.032, p < 0.025) and higher visible vegetation view factors (OR = 10.350, p < 0.022) were more likely to be rated as aesthetically pleasing. These findings underscore the importance of aesthetic preferences in transit stop planning for urban heat resiliency.