High temperatures occurring during grain filling are known to affect wheat grain yield and quality considerably. In this paper we report the results of experiments carried out with two cultivars of bread wheat (Triticum aestivum L.) and two cultivars of durum wheat (Triticum durum Desf.). The plants, cultivated in pots, were subjected to 13 heat treatments (temperature up to 40°C) differing in duration and timing and starting 7 days after anthesis. Heat treatments were applied by temporary transfer of the pots to a glasshouse where the temperature rose to 40°C as a consequence of solar radiation for periods ranging from 5 to 30 days. The applied heat shocks substantially affected dry matter and protein accumulation in the different parts of the plant. Early heat shock (5 days with a total of 18 h of temperature in the range 35–40°C) caused a small reduction of kernel mass and no effect on protein per kernel; the damage was greater in the central and in the final stage of grain filling. Plants subjected to a progressive increase of temperature, or to an early heat shock, acquired thermotolerance to further heat shocks. Continuous exposure to very high temperatures from 27 days after pollination to maturity did not negatively affect grain yield and it facilitated the remobilisation of nitrogen from vegetative to reproductive organs. Rheological properties were severely affected by heat shocks at all stages of grain filling: 5 days of heat shock were sufficient to reduce mixing tolerance by 40–60%. These variations in rheological properties were accompanied by modification of the level of protein aggregation: soluble polymeric proteins and low molecular weight gliadins progressively increased according to the intensity of the stress, while insoluble polymeric proteins decreased. Our experiments, carried out in conditions close to the Mediterranean climate, indicate that the occurrence of very high temperature in the range 35–40°C during grain filling substantially affects dry matter and protein accumulation in the different parts of the plant. The formation of the complex protein aggregates responsible for positive dough mixing properties is significantly reduced by very high temperature. When heat shock came late in grain filling, grain yield and protein concentration were not negatively affected but a ‘dough weakening’ effect, which may reduce the commercial value of the production, is to be expected.