Heat waves may become a serious threat to the health and safety of people who currently live in temperate climates. It was therefore of interest to investigate whether more deprived populations are more vulnerable to heat waves. In order to address the question on a fine geographical scale, the spatial heterogeneity of the excess mortality in France associated with the European heat wave of August 2003 was analysed. A deprivation index and a heat exposure index were used jointly to describe the heterogeneity on the Canton scale (3,706 spatial units). During the heat wave period, the heat exposure index explained 68% of the extra-Poisson spatial variability of the heat wave mortality ratios. The heat exposure index was greater in the most urbanized areas. For the three upper quintiles of heat exposure in the densely populated Paris area, excess mortality rates were twofold higher in the most deprived Cantons (about 20 excess deaths/100,000 people/day) than in the least deprived Cantons (about 10 excess deaths/100,000 people/day). No such interaction was observed for the rest of France, which was less exposed to heat and less heterogeneous in terms of deprivation. Although a marked increase in mortality was associated with heat wave exposure for all degrees of deprivation, deprivation appears to be a vulnerability factor with respect to heat-wave-associated mortality.