The Italian authorities said the deaths in the southern Apulia region were likely be related to the recent high temperatures.
By 10am on Wednesday, temperatures had exceeded 30C in Sicily while further south, Turkey and Greece were also sweltering with Istanbul reaching 36C and the Greek island of Lesbos 38C.
In Athens, the Acropolis and other popular ancient sites were to be closed during the midday hours. Delivery service employees, construction workers and agricultural workers have also been instructed to stop work.
Greek law requires such measures for outdoor work when temperatures climb above 40C as is forecast on Wednesday and in the coming days.
Doctors warned that elderly people and small children should not spend time outdoors and advised people to drink plenty of water and avoid alcohol.
A high-pressure area from Africa, which meteorologists have named Kamel, is expected to bring temperatures of up to 45C to southern Italy.
Turkey is also groaning under the heat. On Tuesday, temperatures of over 40C were recorded in six of the country's 81 provinces, and temperatures are expected to climb even higher on Wednesday.
The heat is compounded by drought, which allows forest fires to spread more quickly. The emergency services are currently battling three active fires.