The acceleration of urbanization and population agglomeration intensifies the Urban Heat Island (UHI) effect and causes Heat Waves (HWs). The superimposed effects of the two seriously affect urban development and resident health. A few studies believe that HWs and UHI intensity have the characteristics of synergistic enhancement, but there are still large differences in the superimposed effects of HW-UHI. This article comprehensively reviews and summarizes domestic and foreign research on the differences in the synergy between HWs and UHI and explores the formation mechanism of urban high temperatures from the aspects of climate background, local circulation, and urban morphology. Under different climatic backgrounds and local circulation conditions, the synergistic effects of the HW-UHI show significant spatiotemporal differences, particularly the regulatory role of local circulation, which cannot be ignored. The Local Climate Zone (LCZs) classification proposed in the past decade has achieved some results in research on the synergy between HWs and UHI; however, it is necessary to further explore their response characteristics from the three-dimensional morphology of the city. Currently, there is no unified standard definition for HWs, which brings uncertainty to an in-depth understanding of HW-UHI interactions. There is a need to comprehensively understand the spatiotemporal differences in excessive urban warming caused by HW and UHI and their formation mechanisms and regulating factors to provide more detailed guidance and theoretical support for high-temperature monitoring and improvement of the urban living environment.