Heat waves (HWs) are recognized as a serious threat for human health worldwide, with urban areas being more vulnerable due to the urban heat island (UHI) effect and population density. Yet, in the climate change context, HWs are becoming more frequent, stronger and longer, which, coupled with intensifying urbanization exacerbates thermal risk for urban residents. Despite the profound impact of this global phenomenon there is no clear consensus so far on possible synergies between UHIs and HWs. The study sheds light on the complex synergies between UHIs and HWs focusing on coastal sites. A quite challenging period comprising five HW episodes during summer 2012 in Athens (Greece) was selected for analysis. A positive feedback between UHIs and HWs was found, with intensification of the average UHI magnitude by up to 3.5 °C during HWs, compared to summer background conditions. Our results contribute significantly to understanding synergies between UHIs and HWs that may strongly increase thermal risk in cities and vulnerability of urban population.