In Phoenix, Arizona, the mercury hit 116F (47C) on Friday, and in the desert of Death Valley, California, the thermometer approached 124F (51C).
The heat wave is expected to last through the weekend.
Cities in the region are opening cooling centres and officials fear the heat could delay air travel.
Most large aircraft can operate in temperatures up to 125F (52C), but readings as low as 116F (47C) could affect liftoff conditions.
A US Airways spokesman said the airline would be monitoring temperatures in Phoenix “very closely”.
Michael Fedo of Scottsdale, Arizona, said his family was spending less time outdoors as the temperature rose and that he had taken to going to the grocery store in the middle of the night.
“I’ve installed blackout shades on every window in my house,” he said.
“I’m a fourth-generation native of Phoenix so I expect it to be hot. But when it goes above 113F [45C] it hurts to breathe. The heat sucks the energy from your core.”
The National Weather Service has issued a heat warning for several parts of the region, including Las Vegas, until Monday morning. Parts of five states including Colorado and Utah will see temperatures higher than 98F (37C) over the weekend.
“We’ll be at or above record levels in the Phoenix area and throughout a lot of the south-western United States,” meteorologist Mark O’Malley said.
Temperatures in Death Valley in the California desert are forecast to reach 127F (53C) over the weekend. The hottest air temperature ever recorded on Earth, 134F (57C), was marked there almost 100 years ago on 10 July 1913.
Weather officials say the extreme weather is caused by a high-pressure system stuck over the area.
Scientists say the North American jet stream, the path of air that influences weather patterns, has become more erratic in the past few years, making weather systems more likely to become stuck in place.
But they disagree on whether global warming is the cause of the jet stream’s behavior.
The US Border Patrol’s search, trauma and rescue unit has added extra personnel this weekend as the threat of exhaustion and dehydration rises for those attempting to cross the US-Mexico border illegally on foot.
At least seven migrants were found dead in Arizona’s desert last week in lower temperatures. Border officials in Tucson, Arizona, rescued more than 170 people suffering from the heat during a thirty-day period in May and June.
Utility officials planned to monitor electricity usage closely over the weekend but were not immediately concerned about overloads.
“While it’s hot, people tend to leave town and some businesses aren’t open, so that has a tendency to mitigate demand and is why we typically don’t set records on weekends,” said spokesman Scott Harelson of Phoenix-area utility Salt River Project.
And zookeepers at the Phoenix Zoo were expected to keep outdoor animals chilled with water hoses and concrete slabs cooled by internal water-filled pipes.
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