The fatalities, both elderly men, were found: one in a park near the train station in Milan, and the other in the countryside near Ascoli Piceno in Le Marche.
The victim in Milan is reported to have been homeless, while the man in Le Marche was reported missing. He is thought to collapsed while going for a walk.
The Ministry of Health has issued its maximum red alert for 7 Italian cities – Rome, Florence, Turin, Perugia, Rieti, Brescia and Bolzano – while Milan, Venice, Bologna, Naples, Bari, Verona, Viterbo will join them on heatwave on Friday.
While the heat will begin to ease by the weekend in most parts of Italy, Rome, Viterbo, Latina and Frosinone remain on red alert until at least Saturday.
In the capital, the Civil Protection Department was handing out water near tourist hotspots the Roman Forum, the Colosseum and Anagnina metro station, where tour buses banned from entering the city centre drop off their passengers.
Over-75s, children under three and people with health problems are especially vulnerable as temperatures surge to around 40 degrees C in several parts of Italy.
The health ministry is urging people to take precautions and check on people living alone, as well as urging them not to call the emergency services unless it’s essential to avoid an overload on ambulances and hospitals.