Different local climate zones (LCZs) and wind speeds (WSs) increase the uncertainties related to canopy urban heat island (CUHI), heat waves (HWs), and their interactions. Taking the megacity of Nanjing in China as an example, this paper quantifies and elucidates the spatiotemporal variations of the CUHI intensity (CUHII) and its association with HWs, as well as their potential drivers. Results show a significant diurnal variation in CUHII, showing a valley at daytime and a peak at nighttime. The CUHII is significantly stronger in the HW periods than in the non-heat-wave (NHWs) periods, especially at daytime, which is a positive feedback to HW intensity. The interannual variability of CUHII was mainly dominated by anthropogenic heat emissions and air pollutions. While the spatial patterns of mean CUHII and HWs were shaped by LCZs and urban ventilation. Over LCZs with high densities of buildings in the city center, the CUHII is higher and HW events are more frequent under medium-low WS than high WS. In contrast, over LCZs with an open distribution of buildings on the urban outskirts, under high WS condition, CUHII becomes higher and HW events become more frequent relative to low WS, due to the high wind-driven heat advection.