Trees cool the surrounding air by a process called ‘transpiration cooling’. As trees release water into the atmosphere from their stomata present in their leaves via transpiration, the surrounding air is cooled as water goes from liquid to a vapor. The water that is released in its gas vapor form has a cooling effect on the surrounding air.
As water has max. specific heat capacity (i.e. it can absorb much heat and uses all the heat in the conversion from liquid to gas form) So, water evaporates keeping the normal temp of the tree leaves and its surrounding about room Temp. (27 degrees C)
And, when you’ll move from an atmosphere where the normal temperature is 35–40 degrees C – to a tree shade. You’ll feel Cool.