The body of a 72-year-old Romanian man was discovered in a park near the central train station in Milan, while the body of another man was found in the countryside near near Ascoli Piceno, in the central Italian region of Marche.
The victim in Milan is reported to have been homeless, while the man in Marche was reported missing on Wednesday afternoon.
He is believed to have collapsed while going for a walk.
The Ministry of Health issued a red alert for Rome, Florence, Turin, Perugia, Rieti, Brescia and Bolzano on Thursday, while Milan, Venice, Bologna, Naples, Bari, Verona, Viterbo, Latina and Frosinone will join them on Friday.
While temperatures will begin to drop by the weekend in most parts of Italy, Rome, Viterbo, Latina and Frosinone remain on red alert until at least Saturday.
In Rome, the Civil Protection Department has been handing out water near tourist hotspots such as the Roman Forum, the Colosseum and Anagnina metro station.
Health authorities have advised people to drink liquids, eat lightly, take care to preserve medication properly, and use air conditioning correctly.
They have also encouraged people to check in on the elderly and those more vulnerable in extreme heat conditions.
The Italian Red Cross has set up a 24-hour hotline that people can call for free for advice and assistance: 800 065 510.
In 2003, Europe’s worst heatwave in decades killed 18,000 people in Italy alone.
