Given the increase in the frequency, intensity, and persistence of heat waves since the 1970s, and in view of the impacts that extreme temperatures may cause for society and the economy, this study aims to characterize heat waves in the subtropical region of Brazil and compare findings with the criterion defined by the World Meteorological Organization (WMO). Daily maximum temperature data was used. By using the percentile methodology, the subtropical region was divided into two regions: region 1 and region 2. We identified 54 heat waves in region 1 and 34 in region 2, which occurred more frequently in winter and spring, and less frequently in summer. A close relationship was observed between the Pacific Decadal Oscillation (PDO) and El Niño–Southern Oscillation (ENSO), both of which are able to modulate the heat waves in each of the different regions. Region 1 presented the highest number of heat waves during the warm (cold) phase of the PDO. As for ENSO, heat waves were more frequent in the neutral phase in both regions. Finally, there was shown to be an increase in the frequency and persistence of heat waves since the 1980s, especially in region 2. The methodology used in this study allows the identification and characterization of heat waves in several regions of different climates.