Often described as a silent killer or invisible threat, heat contributes to more fatalities than other types of climate change-exacerbated extreme weather, and the impacts are especially pronounced in racialised and segregated urban communities. In an era of climate urbanism, efforts to scientifically categorise heat and link heat to health impacts are helping to support early warning systems and urban investments in heat mitigation infrastructure, bolstering climate urbanism branding strategies. Meanwhile, relatively little research has examined lived experiences with heat-related dangers, and cold rarely features in climate health discourse even though it contributes to many more fatalities than heat. Here, I present household interviews on thermal lived experiences that inform a notion of thermal (in)security, asserting that heat and cold-related threats are forms of structural violence intertwined with housing, energy and related social determinants of health. Juxtaposing city-level climate refuge narratives with lived experiences on the ground, I find that residents' thermal insecurities are linked to the interpersonal, contractual and bureaucratically-structured relationships that constrain adaptations to heat and cold. This research contributes to an emerging critical heat studies agenda, which aims to shift thermal discourse from its current meteorological orientation to instead centre people's everyday adaptive thermal practices and struggles.