Cities worldwide are expecting more intense and frequent extreme heat events (EHEs) with climate change and urban growth. While previous studies have shown large intra-urban spatial variations in temperature, little is known regarding how EHEs were spatially distributed within a city. Here, taking Shenzhen, a rapidly urbanizing megacity in China as a case study, we examined the spatiotemporal pattern of EHEs, and further compared it with that of air temperature, using data collected from 85 weather stations from 2008 to 2017. We found: 1) Similar to air temperature, EHEs showed large spatial heterogeneity city-wide, which, however, was different from that of air temperature; 2) The differences in EHEs between urban and non-urban areas had significant increasing trends, with increasing rate of 0.50d/y (p < 0.01) of extreme heat day (EHD) and 1.23 h/y (p < 0.05) of extreme heat hour (EHH). In contrast, the increments of annual temperature differences between the two areas were negligible; 3) Increasing rates of EHEs in new urban areas (NUA) were more than twice those in old urban areas (OUA). Specifically, EHD, EHH, and heat wave increased at the rate of 0.79d/y, 3.20 h/y, and 0.22times/y in NUA, respectively, while the corresponding rates in OUA were 0.29d/y, 1.43 h/y, and 0.08times/y. These results can enhance our understanding of the within-city spatial heterogeneity of EHEs, and can therefore provide insights on urban heat mitigation and adaptation.