Accounting for only a limited fraction of Earth's land surface, urban areas accommodate more than half the global population. The projected increasing severe heat waves with global warming exert a profound threat to the dense urban population and infrastructure. Despite abundant past studies on heat waves, there was a lack of attention to the daytime-nighttime compound heat waves. Here, we categorize summertime heat waves into three distinct types, that is, independent daytime or nighttime heat waves and compound heat waves. Using a universal heat wave metric, we identify the strongest compound heat waves on record (1961-2015) in three vast urban agglomerations in China. We demonstrate substantial increase of the land areas affected by severe compound heat waves over the past three decades. We further quantify the changes in areal and population exposures to future unprecedented compound heat waves. Our results show that under a high-end emission scenario, 50% (100%) of the land area in the Beijing-Tianjin-Hebei region, the Yangtze River Delta, and the Pearl River Delta will be exposed to historically unprecedented compound heat waves on a regular basis by 2050 (2090), 2050 (2070), and 2030 (2050), respectively. Such enhancing heat hazard will induce increasing population exposure of nearly 70, 90, and 60 million to unprecedented compound heat waves by the end of this century (relative to the 2010s). Our findings call for effective mitigation and adaptation strategies to alleviate the risks of unprecedented compound heat waves in rapidly developing populous urban areas. Plain Language Summary Extreme heat waves impose devastating impacts on human health, economy, and the environment. The risk of extreme heat stress tends to be higher in urban areas than in surroundings, due to greater population exposure and added heat stress from urban heat island. Compared to daytime- or nighttime-only heat waves, the risk of compound heat waves that combine scorching days and sweltering nights sequentially tends to be higher. Focusing on top three populous urban agglomerations in China, this study dissects summertime heat waves into three nonoverlapping types and identifies the strongest heat waves on record based on a universal metric of heat wave magnitude. Projections show that unprecedented compound heat waves will become the norm since around 2045 (2060), 2045 (2065), and 2030 (2040) in the Beijing-Tianjin-Hebei region, the Yangtze River Delta, and the Pearl River Delta, respectively, under RCP8.5 (RCP4.5) emission scenario. Enhancing heat hazards will translate into increasing population exposure of about 70, 90, and 60 million to unprecedented compound heat waves by the end of this century, which are concentrated on the highly urbanized areas, such as Beijing, Shanghai, Guangzhou, and Shenzhen. This study highlights the urgent adaptation and mitigation efforts for cities against compound heat waves in particular.