This paper aims to systematically review the comprehensive research progress on the wind and thermal environment at the urban canyon scale in urban construction over the past 15 years, providing a theoretical foundation and new directions for future urbanization efforts under the integration of multiple disciplines. By analyzing data and conducting statistical reviews in this field, it is evident that studies on the wind and thermal environment at the urban canyon scale primarily utilize field measurements, wind tunnel experiments, and CFD numerical simulations. The frontier hotspots and key issues focus on three main areas: air quality and pollutant dispersion, wind and thermal environments and their impact on the urban heat island effect, and wind and thermal environments in relation to human thermal comfort. Finally, this paper discusses and projects future research trends in the wind and thermal environment at the urban canyon scale from the perspectives of multi-seasonal, multi-scale, detailed simulation, big data monitoring, and multi-factor coupling, with an emphasis on smart cities, sustainable design, and composite materials.