Extreme heat is dangerous to human health, and pedestrians are more often exposed than many other groups. Here, we analyze the heat exposure of transit-using pedestrians using a combination of satellite imagery sidewalk data, and ridership counts for the three largest metro systems in the US: NYC, Chicago, and Washington, DC. Our analysis reveals differences within each city related to the urban environment, as well as exposure across different populations. We also find that the context of where and who is exposed varies significantly across the three cities due to their unique development patterns and socioeconomic distributions.