The urbanization impacts on Surface Air Temperature (SAT) change in the Guangdong‐Hong Kong‐Macao region (GHMR) from 1979 to 2018 are examined using homogeneous surface observations, reanalysis, and remote sensing. Results show that the warming due to urbanization tends to be smaller or insignificant as the spatial scale increases. The urbanization contribution to the local warming can reach as high as 50% in the center of each metropolis, remains high (~25%) in the Greater Bay Area (GBA), and decreases to about 10% in the whole GHMR. The warming in GHMR is nearly uniform throughout the day, and therefore the observed trend of the Diurnal Temperature Range (DTR) is not statistically significant. However, the urbanization contribution exhibits distinct seasonal variations, large in summer and autumn while smaller in winter and spring.