Understanding how electricity demand responds to the ambient temperature is critical for the safe and efficient operation of the power system. Examining an extended series of daily electricity records from 2011 to 2020, we find that there is a significant nonlinear temperature-electricity load response approximating a cubic function of the temperature or the cooling degree days in the two major power subsystems in northern and southern Vietnam. Such a nonlinearity indicates a major concern for power supply infrastructure to meet increasingly more severe weather-induced load variations. We conclude the paper with several critical recommendations for future power development policies in Vietnam.