Understanding the prevailing changes in temperature and relative humidity (RH) is of crucial importance for climate risk reduction and management. Despite their importance, trends and temperature variability associated with other climate variables over the Southeast Asian nation of Myanmar are not fully understood. This study investigates the annual and seasonal variations in air temperature and RH, as well as dew point temperature and their relationships, based on 47 meteorological stations located around Myanmar from 2001 to 2019. The results indicate that an increasing trend in air temperature was observed in the central, western, deltaic and southern regions of Myanmar. In contrast, air temperatures trended downward in the eastern (southern Shan state), northern (Hkakabo Razi Mountain) and western (Chin state) parts of the country. RH exhibited a significant increase in the northern region and a decrease in the central dry zone. A lower RH always accompanied high temperatures. Dew points increased in the deltaic and southern parts of Myanmar, as opposed to in the eastern (south Shan state) and western (Chin state) parts of the country. Moreover, in comparison to the daily RH variability, the observed daily temperature variability had a relatively stronger influence on Myanmar’s climate, whereas dew points typically remained stationary for a day. The associated linkage between the RH and the dew point temperature was significantly linear, with a correlation coefficient (R²) of 0.65. The annual (seasonal) correlation of air temperature and dew point was highly correlated in the winter, where R² was measured at 0.71 (0.75). During the rainy season, however, the annual (seasonal) R² was measured at only 0.30 (0.04). However, the air temperature and RH showed a weak positive correlation of 0.20 (0.26) in summer (winter) and a weak positive correlation in the rainy season (0.01). This study’s findings are important for enhancing seasonal forecasts of extreme heat and can aid policy-makers in formulating better climate change adaptation plans.