Regional climate changes have adverse socioeconomic impacts, especially in a megacity. As a case study, we investigate the regional climate changes of Chengdu, the most densely populated cities in western China. In the past 40 years, Chengdu underwent warming and less humid trends over the entire region. Consistently, the number of annual fog days decreased by −20.5 days/10 years on average, and the frequency of hot extremes increased. The contributions to regional climate changes from global warming and urbanization are investigated, separately. Based on 21 simulations from CMIP6 archive, the regional climate changes in Chengdu are projected to increase in temperature, precipitation, hot and precipitation extremes, but decrease in humidity, in response to anthropogenic emissions in greenhouse gases. Simulated by the WRF-Chem model, the regional climate changes due to changes in land usage under urbanization include increase in near-surface temperature, thermal condition, precipitation variability and concentration of PM2.5, but reduction in relative humidity. The spatial pattern of changes depends on seasons and peaks over where the urban build up extends. This study provides comprehensive assessment for regional climate changes, which could inform local planning for adaptation to and mitigation of heterogeneous climate changes in a megacity like Chengdu.