The European project PHASE aims to evaluate patterns of change in the temperature–mortality relationship and in the number of deaths attributable to heat in nine European cities in two periods, before and after summer 2003 (1996–2002 and 2004–2010). We performed age-specific Poisson regression models separately in the two periods, controlling for seasonality, air pollution and time trends. Distributed lag non-linear models were used to estimate the Relative Risks of daily mortality for increases in mean temperature from the 75th to 99th percentile of the summer distribution for each city. In the recent period, a reduction in the mortality risk associated to heat was observed only in Athens, Rome and Paris, especially among the elderly. Furthermore, in terms of heat-attributable mortality, 985, 787 and 623 fewer deaths were estimated, respectively, in the three cities. In Helsinki and Stockholm, there is a suggestion of increased heat effect. Noteworthy is that an effect of heat was still present in the recent years in all cities, ranging from +11% to +35%. In Europe, considering the warming observed in recent decades and population ageing, effective intervention measures should be promoted across countries, especially targeting vulnerable subgroups of the population with lower adaptive resources.