The Hong Kong Observatory recorded a maximum temperature of 34.3 degrees Celsius as of 4pm on Wednesday, the highest so far this year.
The Observatory said winds were weak and the weather was very hot over the coastal areas of Guangdong.
An area of low pressure is bringing unsettled weather to the central part of the South China Sea and is moving north-northeast, which is expected to bring showers to Hong Kong on Thursday.
The minimum temperature on Thursday morning will be around 29 degrees. It will be very hot with sunny periods during the day, with a maximum temperature of about 34 degrees in urban areas and a couple of degrees higher in the New Territories, according to the forecast.
The weather is expected to be extremely hot on Friday, with temperatures in the New Territories reaching 36 to 37 degrees.
There will be a few showers and thunderstorms on Saturday, though it will remain very hot in some areas. Showers are expected to occur occasionally over the following couple of days, bringing some relief from the heat.