The Yangtze River Delta (YRD) has experienced rapid urbanization and dramatic economic development since 1978 and the Yangtze River Delta urban agglomeration (YRDUA) has been one of the three largest urban agglomerations in China. We present evidence of a significant urban heat island (UHI) effect on climate warming based on an analysis of the impacts of the urbanization rate, urban population, and land use changes on the warming rate of the daily average, minimal (nighttime) and maximal (daytime) air temperature in the YRDUA using 41 meteorological stations observation data. The effect of the UHI on climate warming shows a large spatial variability. The average warming rates of average air temperature of huge cities, megalopolises, large cities, medium-sized cities, and small cities are 0.483, 0.314 ± 0.030, 0.282 ± 0.042, 0.225 ± 0.044 and 0.179 ± 0.046 °C/decade during the period of 1957–2013, respectively. The average warming rates of huge cities and megalopolises are significantly higher than those of medium-sized cities and small cities, indicating that the UHI has a significant effect on climate warming ( t-test, p < 0.05). Significantly positive correlations are found between the urbanization rate, population, built-up area and warming rate of average air temperature ( p < 0.001). The average warming rate of average air temperature attributable to urbanization is 0.124 ± 0.074 °C/decade in the YRDUA. Urbanization has a measurable effect on the observed climate warming in the YRD aggravating the global climate warming.