South Korea has frequently suffered from heat waves, which are mainly attributable to anomalously prolonged high-pressure systems. There have been many studies regarding the role of large-scale circulation in the Korean Peninsula heatwaves, but the contribution of local-scale circulation and sea surface temperature has not been analyzed. This study investigates the impact of local circulation and sea surface temperature (SST) of the East Sea (Sea of Japan) on the surface temperature variations of the Korean Peninsula. Based on empirical orthogonal function (EOF) analysis of the detrended daily surface temperature anomalies from July to August, 1991–2020, high-temperature days were classified into three categories: high pressure (HP), easterly wind (EW), and both high pressure and easterly wind (HPEW). On EW days, the mean surface temperatures in the western part of the peninsula are 1.75 °C higher than those on the eastern part of the windward side, indicating foehn wind warming on the leeward side. Under the synergistic effects of foehn wind warming and high-pressure anomalies, the surface temperature is the highest on HPEW days. Regression analysis also shows that, when the SST of the East Sea increased by 1 °C, the surface temperatures in the western region on HPEW and EW days increased by 0.36 °C and 0.22 °C, respectively. In contrast, the SST effect in the western region is negligible on HP days owing to the lack of foehn wind warming. Sensitivity experiments using the high-resolution Weather Research and Forecasting (WRF) model also showed that foehn wind warming becomes stronger on EW and HPEW days with warmer East Sea SST. Our results suggest that local circulation and SST are important factors in high-temperature events in the Korean Peninsula.