The objective of this study was to analyze and compare the effect of high temperatures on daily mortality in the urban and rural populations in Madrid. Data were analyzed from municipalities in Madrid with a population of over 10,000 inhabitants during the period from January 1, 2000 to December 31, 2020. Four groups were generated: Urban Metropolitan Center, Rural Northern Mountains, Rural Center, and Southern Rural. The dependent variable used was the rate of daily mortality due to natural causes per million inhabitants (CIE-X: A00-R99) between the months of June and September for the period. The primary independent variable was maximum daily temperature. Social and demographic "context variables" were included: population >64 years of age (%), deprivation index and housing indicators. The analysis was carried out in three phases: 1) determination of the threshold definition temperature of a heat wave (Tumbral) for each study group; 2) determination of relative risks (RR) attributable to heat for each group using Poisson linear regression (GLM), and 3) calculation of odds ratios (OR) using binomial family GLM for the frequency of the appearance of heat waves associated with context variables. The resulting percentiles (for the series of maximum daily temperatures for the summer months) corresponding to Tthreshold were: 74th percentile for Urban Metropolitan Center, 76th percentile for Southern Rural, 83rd for Rural Northern Mountains and 98th percentile for Center Rural (98). Greater vulnerability was found for the first two. In terms of context variables that explained the appearance of heat waves, deprivation index level, population >64 years of age and living in the metropolitan area were found to be risk factors. Rural and urban areas behaved differently, and socioeconomic inequality and the composition of the population over age 64 were found to best explain the vulnerability of the Rural Center and Southern Rural zones.