Due to rapid urbanization, China's urban morphology has undergone tremendous changes, resulting in an increased urban heat island (UHI) effect and negative impact of thermal environment, especially in summer. Studying the scale effect between urban wind and thermal environment can provide the best scale for the wind environment planning on mitigating UHI effect. Taking Dalian as an example, using multi-source data, a nonlinear correlation analysis was used to analyze the correlation between the frontal area index (FAI) and land 77uuyyhsurface temperature (LST) under different grids. The results show that first, FAI is sensitive to grid-size changes. When the grid size increases from 25 × 25 m to 150 × 150 m with a step size of 25 m, in July, the numbers of grids with FAI > 1 are 19,992, 1538, 153, 20, 4, and 0 (0%) accounting for 2.106%, 0.645%, 0.081%, 0.019%, 0.006%, and 0% of the total, respectively. In September, the numbers of grids with FAI > 1 are 17,633, 1643, 164, 22, 8, and 0, accounting for 1.849%, 0.689%, 0.155%, 0.037%, 0.021%, and 0% of the total, respectively. When the grid size is greater than or equal to 150 × 150 m, there is no grid with FAI > 1. Second, the most effective grid size to study the relationship between FAI and LST is 25 m. When the grid size increases from 25 m to 300 m with a step size of 25 m, the correlation between FAI and LST shows a significant decrease. When the grid size is 25 m, the correlation is the strongest.