Urban areas are increasingly exposed to thermal stress owing to the combined effects of global warming and the Urban Heat Island (UHI). High-resolution numerical modelling is therefore needed to assess local thermal environments and support heat-mitigation planning. This study applies a high-resolution WRF–City-LES downscaling approach to simulate the urban thermal environment of Sofia, Bulgaria. The mesoscale Weather Research and Forecasting (WRF) model provides regional- to urban-scale meteorological forcing, whereas the microscale City-LES model resolves city-block-scale thermal and wind environments in the Lozenets district by explicitly representing buildings, trees, land-surface characteristics, and building-related anthropogenic heat (AH). Compared with the mesoscale WRF simulation, City-LES more accurately represents the near-surface air temperature at the observation sites, reducing the mean absolute error (MAE) from 1.4 °C to 0.3 °C and the root mean square error (RMSE) from 1.4 °C to 0.3 °C. The high-resolution micro-simulation also captures fine-scale spatial variability in near-surface air temperature and outdoor thermal comfort that WRF did not resolve. The spatial distributions of Mean Radiant Temperature (MRT) and Universal Thermal Climate Index (UTCI) reveal city-block-scale differences related to buildings, tree canopies, and radiative conditions. The AH sensitivity experiment showed that building-related AH had a limited effect on domain-averaged near-surface air temperature under the present implementation. These results demonstrate that the WRF–City-LES downscaling approach provides a useful basis for urban climate assessment and future urban digital twin applications, including scenario-based evaluation of heat-mitigation strategies.