Urban Digital Twin (UDT) provides knowledge and technologies for data-driven decision support for a broad group of stakeholders towards developing sustainable cities and communities. However, its implementation is associated with several problems, including data integration and quality, model complexity and uncertainty, computational resources, spatial and temporal resolution, and validation. Addressing these challenges requires innovative technological solutions and development efforts in the fields of urban modelling and digital twin technologies. This study proposes an approach for performing climate simulations using the state-of-the-art Weather Research & Forecasting Model (WRF) and integration of the results with very high resolution, representing the relevant features of air temperature distributions over a wide area, within an UDT. The impacts of Urban Heat Islands (UHIs) on air temperatures were investigated, analysed and visualised based on data collected from heterogeneous sources in Sofia City, Bulgaria. The results show a strong UHI effect on temperature of around 6.0 °C in the central part of the city compared to the suburbs at 2100 Local Standard Time (LST) in August 2018, due to urbanisation and energy consumption from buildings. The study indicates that areas experiencing an increase in temperature and energy consumption require high attention and the implementation of feasible measures.