Perth has recorded temperatures over 40°C for three days in a row, melting a record for February which has stood for more than 50 years.
The city has sweltered in this sort of heatwave just seven times since records began.
Bureau of Meteorology (BoM) spokesman Neil Bennett said there would be no relief on Wednesday, with similar temperatures predicted.
"The trough is showing no signs of movement whatsoever," he said.
The three-day run of high temperatures have already broken a February record - and if the temperature reaches 40°C or above today, it will be the first time there has been four consecutive 40°C days since 1933. At this stage BoM is expecting the temperature to peak around 38°C.
Electricity consumption has soared in recent days with Monday usage breaking a record set in January 2012. Water usage peaked at 1.2 billion litres on Monday, compared to usual summer usage of 1 billion litres.
By 11am on Monday, Perth was sweltering at 40°C with the temperatures peaking at 41.2°C in the metro area.
Pearce airbase was the hottest place in wider Perth at 44.3°C and Mardie in the Pilbara was the state's hotspot, reaching 45.6°C.
Visitors arriving from the UK at Perth airport had flown straight from the winter into a blistering welcome.
"It's a sauna. That's it I'm going back in the air-conditioning inside, I'm staying here," Brian Scott said.
"Aussies moan about it, but you don't know how lucky you are, the weather is lovely," Rosemary Scott said.
Colin Proctor was wearing a woollen jumper when he exited the arrival gate outside.
"I thought I would be dressed for the occasion. I am in a jumper, yes, but it's tradition, it was four degrees when I left home," he said.
"But it feels a bit a like being inside a hairdryer, it's very hot," he said.