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Elevated walking speed is an indicator of increased pace of life in cities, caused by environmental pressures inherent to urban environments, which lead to short- and long-term consequences for health and well-being. In this paper we investigate the effect of walking speed on heat stress. We define the heat-stress-optimal walking speed and estimate its values for a wide range of air temperatures with the use of computational modelling of metabolic heat production and thermal regulation. The heat-stress-optimal walking speed shows three distinct phases in relation to air temperature, determined by different modes of interaction between the environment and physiology. Simulation results suggest that different temperature regimes require walking speed adaptation to preserve heat balance. Empirical data collected for Singapore reveals elevated average walking speed, which is not responsive to slight changes in microclimate (4–5 °C). The proposed computational model predicts the amount of additional heat produced by an individual due to the high pace of life. We conclude that there are direct implications of the high pace of life in cities on the immediate heat stress of people, and we show how a lower walking speed significantly reduces self-overheating and improves thermal comfort. • A novel definition of heat-stress-optimal walking speed is proposed. • A coupled computational model is used to calculate heat-stress-optimal speed. • Speed adaptation is shown to be crucial to maintain heat balance. • Empirical study (N = 192) shows that Singapore's pace of life adds extra heat stress. • The use of phones or walking in a group is a good way to reduce overheating. [ABSTRACT FROM AUTHOR]