With the acceleration of urbanization throughout the world, climate problems related to climate change including urban heat islands and global warming have become challenges to urban human settlements. Numerous studies have shown that greenways are beneficial to urban climate improvement and can provide leisure places for people. Taking the coastal greenway in Qingdao as the research object, mobile measurements of the microclimate of the greenway were conducted in order to put forward an evaluation method for the research of outdoor thermal comfort. The results showed that different vegetation coverage affected the PET (physiologically equivalent temperature), UTCI (Universal Thermal Climate Index) as well as thermal comfort voting. We found no significant correlation between activities, age, gender, and thermal comfort voting. Air temperature sensation and solar radiation sensation were the primary factors affecting the thermal comfort voting of all sections. Otherwise, within some sections, wind sensation and humidity sensation were correlated with thermal sensation voting and thermal comfort voting, respectively. Both PET and UTCI were found to have a negative correlation with the vegetation coverage on both sides of the greenway. However, the vegetation coverage had positive correlation (R = 0.072) for thermal sensation and significant positive correlation (R = 0.077*) for thermal comfort. The paved area cover was found to have a positive correlation with PET and UTCI, while having a negative correlation with thermal sensation (R = -0.049) and thermal comfort (R = -0.041). This study can provide scientific recommendations for the planning and design of greenway landscapes to improve thermal comfort.