Outdoor thermal discomfort pushes citizens into air-conditioned buildings and causes increased demand for water and electricity in the majority of Australian urban heat islands. Citizens’ spatial and activity preferences during heat stress conditions are under investigation in this paper. Citizens’ outdoor activity choices in different thermal environments were surveyed in Adelaide from September 2013 to April 2014. The post-activity questionnaire survey of outdoor activities in Adelaide indicates that necessary, optional and social activities decreased during outdoor heat stress more than any other thermal conditions. Outdoor activities were chosen the most in neutral and warm thermal environments. Outdoor activity choices were affected significantly by the urban microclimate parameter of solar radiation. Tree canopy, shading (from buildings or temporary elements) and water features were the most attractive public space features for outdoor participants during heat stress conditions in Adelaide. Meanwhile, essential shopping and dining facilities and social events affect citizens’ outdoor activity choices during heat stress conditions. Thus, increased green infrastructures and supportive land uses are a prerequisite of urban transformation towards high-performance built environment in the context of climate change.