To fully address the multi-faceted challenges of urban heat, it is paramount that humans are placed at the center of the agenda. This is manifested in a recent shift in urban heat studies that aim to achieve a 'human-centric' approach, i.e. focusing on personalized characteristics of comfort, well-being, performance, and health, as opposed to the one-size-fits-all solutions and guidelines. The proposed article is focused on systematically reviewing personalized urban heat studies and detailing the objectives posed, methodologies utilized, and limitations yet to be addressed. We further summarize current knowledge and challenges in addressing the impact of personal heat exposure on human life by discussing the literature linked with urban heat studies at the human, building, and city scales. Lastly, this systematic review reveals the need for future evaluations focused on accuracy and standardization of human-centric data collection and analytics, and more importantly, addressing critical geographic and socio-economic knowledge gaps identified in the field.