The heatwave is expected to break Welsh records, with the temperature expected to top the 35.2C (95F) mark.
The sun brought crowds out to Aberystwyth's promenade
That record was set at Hawarden, Flintshire, in August 1990, and south-east Wales is likely to be the hottest spot on Wednesday.
But while it will slowly turn cooler by Thursday, there could be local thunderstorms and humidity will rise, making it more uncomfortable.
Meanwhile, firefighters in several areas dealt with hillside gorse blazes.
The Wales-England border with England is most likely to see the new record.
Cardiff was the hottest part of Wales on Monday and stands a good chance of landing a new Wales record temperature on Wednesday, said BBC weather forecaster Matt Taylor.
However, inland areas such as Monmouthshire and the neighbouring English county of Herefordshire are the most likely to see the mercury push its way to new heights.
He said: "There are going to be new local records set around the UK and I'm sure it will be the same in Wales.
"The hottest place will be with the border with England, because it's a little further inland."
But the heatwave is set to break down in some areas.
He said: "It will slowly turn cooler in the south west. There is a small chance of some thunderstorms breaking out in southern areas in the evening (Wednesday).
Gorse fires like this at Coedwig Llangwyfan have continued
"The thunderstorms will be very isolated. They will track away during the night and on Thursday the temperature will drop but at the same time humidity will rise, it will feel uncomfortable."
Fire crews around Wales continued dealing with gorse and grass fires. Four crews in north Wales were dealing with fires on headland at Pwllheli for a fifth day.
Mid and West Wales Fire Service crews tackled two gorse fires near Port Talbot. The Forestry Commission was also in attendance with its own water jet.
North Wales Fire Service has urged the public to ensure they reduce the risk of an outdoor fire going out of control.
Senior fire safety manager Dai Roberts said: "Fires and accidents are not just confined to the home - it is important that we all take great care while we are out and about.
"Every year, outdoor fires destroy acres of countryside and wildlife habitats, and tie up valuable resources which could be saving lives elsewhere."