The warming trend over recent decades has already contributed to the increased prevalence of heat-vulnerable chronic diseases in many regions of the world. However, understanding the relationship between heat-vulnerable chronic diseases and heatwaves remains incomplete due to the complexity of such a relationship mingling with human society, urban and natural environments. Our study extends the Social Ecological Theory by constructing a tri-environmental conceptual framework (i.e., across social, built, and natural environments) and contributes to the first nationwide study of the relationship between heat-vulnerable chronic diseases and heatwaves in Australia. We utilize the random forest regression model to explore the importance of heatwaves and 48 tri-environmental variables that contribute to the prevalence of six types of heat-vulnerable diseases. We further apply the local interpretable model-agnostic explanations and the accumulated local effects analysis to interpret how the heat-disease nexus is mediated through tri-environments and varied across urban and rural space. The overall effect of heatwaves on diseases varies across disease types and geographical contexts (latitudes; inland versus coast). The local heat-disease nexus follows a J-shape function-becoming sharply positive after a certain threshold of heatwaves-reflecting that people with the onset of different diseases have various sensitivity and tolerance to heatwaves. However, such effects are relatively marginal compared to tri-environmental variables. We propose a number of policy implications on reducing urban-rural disparity in Healthcare and service distribution, delineating areas, and identifying the variations of sensitivity to heatwaves across urban/rural space and disease types. Our conceptual framework can be further applied to examine the relationship between other environmental problems and health outcomes.