As of Monday afternoon, the forecast for Friday shows temperatures are supposed to reach a high of 36 C in Regina and 37 C in Saskatoon - temperatures well above normal for this time of the year.
"Daytime maximum values of 31°C or higher are expected today and on Monday with Humidex values near 40", states the heat warning.
Extreme heat was expected to end much sooner in central provinces.
Two days of sweltering heat and humidity is expected for Southwestern Ontario Sunday and Monday, resulting in the opening of cooling centres across London.
"Overnight minimum temperatures will only fall to near 20 degrees, providing little relief from the heat", the agency said.
It says a humid air mass will move into southern Ontario and could stay there until a cold front moves in on Tuesday.
Environment Canada reminds people to never leave people or pets inside a parked vehicle.
"Other groups at risk include people with chronic illnesses, individuals with limited mobility or certain mental health illnesses, infants and young children, people on certain medications and those who are homeless".