Outdoor thermal comfort is significantly affected by climate, including macroclimate, local climate, and microclimate. However, the combined impacts of macroclimate and microclimate factors are less understood in previous thermal comfort studies. This paper employed 43 previously published studies to comprehensively explore the impacts of macro- and micro- climatic factors on the outdoor thermal comfort. The relative importance of these influencing factors was assessed via five verified artificial neural network (ANN) models. For studies employing subjective thermal indices which collected participants' thermal perceptions, the neutral temperature expressed by physiologically equivalent temperature (PET) was found to be significantly correlated with macroclimate factors, especially the latitude and season. In studies employing only objective thermal indices, it was found that macroclimate factors, such as the latitude, distance from the sea, and altitude, have similar contribution to the outdoor thermal comfort as microclimate factors, such as height to width ratio (H/W) and sky view factor. Results resonated with previous findings that outdoor comfort can be improved by changing urban geometry, vegetation, surfaces, and waterbodies. Future design and planning works should consider both macroclimate and microclimate factors and carefully design urban geometry and morphology to improve outdoor thermal comfort for regions with disadvantageous macroclimates.