Compound climate anomalies pose escalating risks in the context of climate change, with anomalous heat and drought presenting significant stressors to both ecosystems and society. The simultaneous occurrence of these events can be influenced by land surface processes such as the soil moisture – air temperature coupling. However, the long-term variability of this coupling remains unexplored. Here, using a combination of observations and multi-model ensemble forecasts dating back to the 1980s, we examine the global land exposure to higher than normal probabilities of concurrent hot temperature anomalies and drought on a monthly scale. Our findings confirm that drought substantially shapes the spatial distribution of heat-related risks on a global scale, offering a crucial predictive factor for these combined events. Traditionally, defining heat anomalies for non-adaptive systems involves fixed reference temperature thresholds. Using this method, our analysis reveals that the portion of global land experiencing drought-conditioned hot temperature anomalies has tripled in less than three decades. Surprisingly, the global level of spatial coupling appears to be declining. However, this outcome heavily depends on the specific definition of heat risk employed. By employing a time-dependent temperature threshold that considers changes in the climate's mean state due to both global warming and natural variability, a different picture emerges. Using the latter method, the level of spatial coupling demonstrates persistence and stability. Importantly, this method is better suited to assessing risks for adaptive systems and is more consistent with our current understanding of the underlying processes. Our study strongly advocates for tailoring hazard definitions to the specific processes and systems under investigation. Additionally, it underscores the pivotal role of operational sub-seasonal and seasonal forecasts in early warning systems, crucial for societal adaptation in the face of global warming.