Understanding how the impacts of climate change are likely to modify individual well-being in the future is crucial for developing mitigation and adaptation strategies. Despite its importance, little is known about the day-to-day impacts of weather on individual subjective well-being in developing nations. To fill this gap, we use over 400 million geotagged posts across 43 million users from the social media Weibo in China, coupled with the meteorological conditions people face when posting, to estimate how climatic factors influence people's real-time expressed sentiment. We find that extreme weather worsens emotional expressions on social media. Females and individuals in poorer cities are more responsive to unpleasant temperatures. The centralized winter heating in North China effectively increases individuals' resilience against cold temperatures, whereas measures of air-conditioning prevalence do not show a substantial adaptation effect in summer. Our projections indicate the potentially harmful impacts of global warming on future subjective well-being.