There is unequivocal evidence that anthropogenic climate change is supercharging temperature and precipitation regimes globally. One of the clearest signals of this is seen in current and projected increases in extreme heat, understood as changes in temperature maximums, longer duration heatwaves, and higher night-time temperatures. Extreme heat has substantial impacts on socio-ecological systems through direct impacts on human health and labor productivity, crop yields and water security; and second-order impacts on infrastructure functioning and hazards (e.g., increased fire and drought incidence). These impacts are differentiated and mediated by preexisting vulnerabilities based on who you are, what you do, where you live, and your capacities to prepare for, prevent, cope with and adapt to heat exposure. Nowhere are these increasing and differentiated impacts of heat more visible than in populous, rapidly urbanizing regions. Governments across the world are piloting and implementing heat management strategies, which are variously called heat-health plans, heat action plans, heat resilience strategies, and so forth. We argue that such actions and policy agendas can benefit from theoretical advances in the climate change vulnerability and adaptation literature. We synthesize five theoretical advances to highlight the need for suites of actions sequenced in pathways that are more sensitive to trade-offs, center equity as a normative goal of effective adaptation, acknowledge uncertainty and preexisting differential vulnerabilities, leverage lessons from participatory adpatation planning, and are forward-looking and preparatory actions. We consolidate these advances and develop an approach to inform urban heat risk management.