The recent International Panel on Climate Change report predicts the highly urbanized Northeastern U.S. to be at high risk to heat waves. Since urban residents and infrastructure are known to be highly vulnerable to extreme heat, the goal of this paper is to understand the interaction between the synoptic‐scale heat wave and the city‐scale urban heat island (UHI) effects. The study also qualitatively analyzes the primary factors that contribute to UHIs by comparing their intensities in different cities with distinct geo‐physical characteristics. Our results, generated by using the Weather Research and Forecasting model augmented with advanced urban surface parameterizations, confirm that the amplitude of UHI is related to the physical size of the city. However, the results suggest that cities of comparabale sizes might interact differently with heat waves: in New York City; Washington, DC; and Baltimore (but not in Philadelphia) the regular UHI was amplified more strongly during heat waves compared to smaller cities. The results also establish that the pattern of UHI in different cities, its variability, and its interaction with heat waves are inherently linked to dynamic factors.