This paper examines the heterogeneous effects of extreme heat on mortality in France, highlighting disparities across population density, socio-economic characteristics, and time. Using a new monthly database of French municipalities from 1980 to 2019, I exploit year-to-year random variations in temperature to show that extreme heat significantly increases the mortality rate, especially for people aged 75 and over. The study also emphasizes the greater vulnerability of people living in densely populated cities due to structural challenges that amplify the impact of high temperatures. Socio-economic conditions also shape vulnerability, as low-income municipalities face a disproportionate impact, especially in rural areas. Indeed, the paper’s key contribution is to disentangle the effects of urban density and income on the heat–mortality relationship, showing that social inequalities in the effects of high temperatures are particularly pronounced in rural settings. The results also show a major reduction in the impact of heat following the extreme 2003 heatwave, partly due to the National Heatwave Plan implemented in response to this event.