I have no idea so I searched the web. Here's what I found. A microclimate is a local atmospheric zone where the climate differs from the surrounding area. The term may refer to areas as small as a few square feet (for example a garden bed) or as large as many square miles (for example a valley). Microclimates exist, for example, near bodies of water which may cool the local atmosphere, or in heavily urban areas where brick, concrete, and asphalt absorb the sun's energy, heat up, and re-radiate that heat to the ambient air: the resulting urban heat island is a kind of microclimate.
So, yep we have all kinds of them in the desert! Unfortunately, Phoenix and the surrounding area did not make Wikipedia list for popular cities with micro climates, so to answer your question, its just hot everywhere. :)