The number of studies on mitigation and adaptation strategies aiming at the improvement of the urban microclimate increased remarkably during the last decades. Most studies are focusing on the impact of various design layouts, on thermal environment and pedestrians’ thermal sensation. The present study examines the effect of shading trees with different leaf area densities (LAD) on the microclimate and thermal sensation in an urban open area, namely the Syntagma square, Athens, Greece. The microclimatic model ENVI-met was applied to simulate thermal conditions during a summer day when a field monitoring survey has taken place in that square. The Physiologically Equivalent Temperature index (PET) was employed to estimate thermal conditions in the square and the nearby areas. Model results showed that dense vegetation (LAD above 2) has a greater cooling effect compared to sparse vegetation (LAD between 1 and 1.5 and LAD between 0.5 and 1.0) resulting thus to a decrease in daily air temperature and PET at around 0.7 oC and 4 oC, respectively, in areas under tree canopies. Further analysis quantified the effects of various vegetation leaf densities on thermal conditions and thus the importance of the existence of dense vegetation in urban squares under Mediterranean climate conditions.