The urban heat island (UHI) environment is closely related to the daily life of residents, and the impact of UHI is further expanding in the era of rapid urbanization, which is particularly obvious in the Beijing-Tianjin-Hebei urban agglomeration and Guangdong-Hong Kong-Macao Greater Bay Area (GBA). To explore the connection between UHI and urban expansion, this study takes GBA as the study area, based on Google Earth Engine platform and Landsat satellite data. The urban-rural temperature difference method was used to analyze the heat island zoning in the GBA from 2000 to 2020, and the direction and type of urban expansion in the GBA were investigated by standard deviation ellipse and LEI, to explore the link between the type of urban expansion and the heat island region through geospatial analysis methods. The results of the study show that: (1) The proportion of the area of strong and extreme heat islands in the GBA was 37.64% in 2000; 38.61% in 2005; 47.07% in 2010; 55.76% in 2015; and finally 59.69% in 2020. The proportion of the area of heat island regions in the period from 2000 to 2020 showed an overall increasing trend, with the largest increase in heat island regions in the period from 2015 to 2020. (2) The intensity of urban expansion in the GBA is 32% in both 2000–2005 and 2005–2010, which is significantly higher than the 9% in 2010–2015, and then increases to 24 per cent in 2015–2020. The speed of movement of urban centroids decreases in 2000–2015 and increases in 2015–2020. The direction of urban expansion in the first 5 years is dominated by the northeast, and the direction of urban expansion in the latter 15 years is generally dominated by the southwest, and the type of urban expansion is dominated by the fringe type, with the enclave type of expansion accounting for a smaller proportion. (3) Pearson correlation analysis further confirms that there is a significant positive correlation between urban sprawl and the urban heat island effect, with a correlation coefficient of 0.78 and a p-value of 0.041. There is a high degree of spatial consistency between the distribution of built-up urban areas and the distribution of heat island areas in GBA, and the direction of the evolution of the urban heat island areas is the same as the direction of the evolution of the built-up urban areas in general, and the thermal response of the marginal expansion to the ground surface temperature is stronger than that of enclave expansion. The thermal response to the surface temperature is stronger than that of the enclave type of expansion.