This study depicts changes in the warm season (May to September) Universal Thermal Climate Index (UTCI) quantifying outdoor thermal comfort over the Loess Plateau from 1982 to 2015 and examines its relationship with large-scale climate changes and local vegetation restoration under the Grain for Green Program (GGP) after 1999. The results show that the UTCI experienced an increasing trend of 0.074/a from 1982 to 1999 and subsequently experienced a weakly decreasing trend of −0.002/a from 1999 to 2015. This trend shift in the UTCI was predominantly determined by surface air temperature changes with slopes of 0.077 C a⁻¹ from 1982 to 1999 and −0.005 C a⁻¹ from 1999 to 2015. The hiatus in the regional temperature rise after 1999 was closely related to the large-scale climate warming hiatus. Meanwhile, both measurement data analysis and climate modeling with the Weather Research and Forecasting (WRF) model suggest that the trend shift was also accelerated by vegetation restoration after 1999 through the intensification of transpiration, which increased the latent heat flux and reduced sensible heat flux. In particular, at the stations with the greatest degree of vegetation restoration, the local forcing from vegetation restoration was likely greater than that from the large-scale climate warming hiatus. This study highlights the importance of substantial vegetation restoration on local and regional thermal comfort.