The warning is in place until 11.59pm on Thursday.
Thursday will start dry, warm, and sunny, with temperatures reaching a maximum of 37 degrees. There will be a noticeable easterly breeze in the afternoon.
Friday will see a slight dip in temperature, with a maximum of 24 degrees. The day will be mostly sunny, but there is a risk of the odd shower.
Saturday will be a touch cooler, with a maximum temperature of 26 degrees. The day will be a mix of sunshine, isolated patchy cloud, and the outside chance of a shower. There is also a risk of thunderstorms at times.
Sunday will be even cooler, with a maximum temperature of 21 degrees. There will be a greater chance of a few showers in between sunny spells. The evening will be widely dry and sunny.
Monday will be cooler, with a high chance of cloud cover throughout the day. The maximum temperature will be 21 degrees.
The Met Office has advised people to drink plenty of fluids during this period of hot weather, keep out of the sun, and avoid exercise between 11am and 3pm.
People are also advised to check road conditions if driving, or bus and train timetables, and amend travel plans if necessary.
The Met Office has also advised people to help protect vulnerable people, including older people, those with underlying conditions, and those who live alone.
