With daytime temperatures stuck in the 90s, officials said they were checking on the elderly to see if they needed to be moved to air-conditioned places.
Italian media reported at least 18 people had died since Monday, most of them elderly.
"These deaths are probably not by chance," Donato Greco, the Health Ministry official in charge of managing the heat emergency, said after he was asked about the reported deaths.
However, Greco said the full toll from the heat wave can only be known after it ends when statisticians can compare the number of deaths to the same period last year when it was cooler.
The deaths of two elderly people on Wednesday were believed to be related to the heat, the Italian news agency Apcom said. A 90-year-old man died two days after he was hospitalized in Milan feeling ill during the heat. Heat was also suspected in the apparent heart attack of an elderly man in Milan, whose body was found by ambulance crews in his home.
Media reports also quoted doctors as saying the heat might have aggravated heart and other medical problems of nine of those who died on Tuesday.
Blasts of torrid air from northern Africa were blamed for the rise in temperatures, which hit about 93 degrees in Rome at midday Wednesday and 90 degrees in Milan.
Weather forecasters said rain showers are expected to lower temperatures in northern Italy by a degree or two over the next couple of days, but the mercury in the south would continue to rise.
Concern for the elderly rose this week after Italy's statistics bureau said 20,000 deaths in the summer of 2003 may have been caused by a long and severe heat wave, much higher than the government's previous estimate of 8,000. Most of the victims were elderly.
Greco said there were plans for daily monitoring of the elderly in the northern cities of Milan, Bologna, Turin, Brescia, Genoa, as well as in Rome, and Palermo, Sicily in the south.
The heat has Italians turning up the air conditioning, causing a record demand for electricity.