This paper presents a study to develop a heat index, for use in hot and humid sub-tropical climate in Hong Kong. The study made use of hospitalization data and heat stress measurement data in Hong Kong from 2007 to 2011. The heat index, which is called Hong Kong Heat Index (HKHI), is calculated from the natural wet bulb temperature, the globe temperature, and the dry bulb temperature together with a set of coefficients applicable to the high humidity condition in the summer of Hong Kong. Analysis of the response of hospitalization rate to variation in HKHI and two other heat indices, namely Wet Bulb Globe Temperature (WBGT) and Net Effective Temperature (NET), revealed that HKHI performed generally better than WBGT and NET in reflecting the heat stress impact on excess hospitalization ratio in Hong Kong. Based on the study results, two reference criteria of HKHI were identified to establish a two-tier approach for the enhancement of the heat stress information service in Hong Kong.