Playgrounds in urban parks are important for children's physical and mental health, but global warming has led to a worsening outdoor environment and children's outdoor activities have been affected. Improving the outdoor thermal comfort (OTC) of playgrounds can encourage children to engage in more and safer outdoor activities. However, there are a limited number of studies focusing on preschoolers' outdoor thermal comfort (OTC) and most of them have substituted children's thermal comfort with caregivers' evaluations. To investigate the differences between children's and caregivers' evaluations of thermal sensation, thermal benchmarks and thermal adaptive behavior for children, we conducted meteorological measurements on representative playgrounds in three parks in Wuhan, China, and administered thermal perception questionnaires to preschool children and their caregivers. In addition, the Physiological Equivalent Temperature (PET) was used to establish evaluation criteria for children's OTC and to make recommendations for the improvement of the playground environment. We draw five conclusions by analyzing 719 valid questionnaires: (1) Children were less sensitive to changes in meteorological factors than caregivers and had better tolerance of cold environments. (2) The NPET for preschoolers was evaluated by children and by caregivers, respectively, as 22.9 degrees C and 22.3 degrees C in summer and 10.6 degrees C and 11.2 degrees C in winter. (3) Playgrounds in Wuhan's parks are uncomfortable for a long time in summer and a short time in winter. (4) Both children and caregivers want to improve summer comfort by lowering the temperature and winter comfort by increasing solar radiation. At the same time, children and caregivers show different preferences in adaptive behavior choices. (5) Adding deciduous trees and water play facilities can improve the site thermal environment. Furthermore, the OTC of humans can be improved by adding more service facilities on playgrounds.