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The scientific field of urban climatology has long investigated the two-way interactions between cities and their overlying atmosphere through in-situ observations and climate simulations at various scales. Novel research directions now emerge through recent advancements in sensing and communication technologies, algorithms, and data sources. Coupled with rapid growth in computing power, those advancements augment traditional urban climate methods and provide unprecedented insights into urban atmospheric states and dynamics. The emerging field introduced and discussed here as Urban Climate Informatics (UCI) takes on a multidisciplinary approach to urban climate analyses by synthesizing two established domains: urban climate and climate informatics. UCI is a rapidly evolving field that takes advantage of four technological trends to answer contemporary climate challenges in cities: advances in sensors, improved digital infrastructure (e.g., cloud computing), novel data sources (e.g., crowdsourced or big data), and leading-edge analytical algorithms and platforms (e.g., machine learning, deep learning). This paper outlines the history and development of UCI, reviews recent technological and methodological advances, and highlights various applications that benefit from novel UCI methods and datasets.