A heatwave (HW) is a large-scale meteorological event characterised by persistent and extremely high-temperature condition. At the local scale, the urban heat island (UHI) is another thermal-related phenomenon defined as an urban area warmer than its surrounding regions due to different surfaces’ capabilities to absorb and store heat. However, the assessment about the effect produced on UHI by HW events is not homogeneous. Indeed, regarding the capability of HWs to influence the urban-rural temperature difference, several studies report different conclusions describing both an exacerbation and a reduction of UHI during HW events. In this context, the present study analyses in situ long records of temperature measurements (20 years) to provide observational shreds of evidence of UHI modification under HW conditions. We examine data from the European Climate Assessment & Dataset and World Meteorological Organization computing the UHI index (UHII) to quantify the UHI effect intensity in 37 European cities during the last 20 summers. The results show an UHII intensification for 28 of the 32 cities affected by positive UHI during extremely high temperatures at night, while substantial variations are not observed during the daytime. The time evolution of UHI during a HW highlights that a more significant and persistent urban-rural temperature gradient explains the UHI intensification. Finally, the relationship between the large and local-scale temperature phenomena reveals that continental high-temperature periods are often associated with prominent temperature differences between small-scale urban and rural environments, assessing the impact of large-scale features on thermal stress at the local scale.