Abstract Electricity demand for cooling and heating is directly related to weather and climate, primarily through ambient temperature. In Southern Europe, the maximum electricity demand for cooling in summer can be more pronounced than in winter, especially during heat wave (HW) episodes. With the growth of renewable technologies in the energy mix, the dependency of the electricity system on the weather is becoming evident not just from the demand side, but also from the energy supply side. From the resources point of view, summer wind presents a minimum on its annual cycle, so a combination of maximum electricity demand can coincide with a minimum of wind power production. This study presents a strong multidisciplinary focus, merging climate, energy and environmental discipline, due to their relevant connections in Southern Europe where important climate change stresses are expected. The combined anomalies of electricity demand and wind production during heat wave episodes are quantified at the country level, taking into account the HW extension. The summer period (1989-2019) of ERA5 reanalysis and E-OBS-21.0e data is used for atmospheric magnitudes and the Copernicus climate change service (C3S) energy dataset for demand. In heat wave events, an increase of 3.5%–10.6% in electricity demand and a decrease up to −30.8% in wind power production is obtained, with variability depending on the country. The greater the extension of the HW, the greater the anomalies. Different weather regimes related to heatwaves also play a role on this range of values. Therefore, the impact of extreme weather events, such as heatwaves, on wind power production in conditions of high electricity demand, should be considered in the energy supply strategy and planning in order to minimize the impact of these events on an electricity system with high penetration of renewables.