To examine the spatial variation of stroke mortality risk during heat wave, we collected 418 stroke mortality cases with permanent addresses for a severe heat wave (July 28-August 15, 2010) and 624 cases for the reference period (July 29-August 16, 2009 and July 27-August 14, 2011) in Nanjing, China. Generalized additive models were used to explore the association between location and stroke mortality risk during the heat wave while controlling individual-level risk factors. Heat wave vulnerability was then applied to explain the possible spatial variations of heat-wave-related mortality risk. The overall risk ratio (95% confidence intervals) of stroke mortality due to the heat wave in Nanjing was 1.34 (1.21 to 1.47). Geolocation was found to be significantly associated with the heat-wave-related stroke mortality risk. Using alternative reference periods generated similar results. A district-level risk assessment revealed similar spatial patterns. The highest stroke mortality risk observed in Luhe district was due to the combination of high heat exposure and high vulnerability. Our findings provide evidence that stroke mortality risk is higher in rural areas during heat waves and that these areas require future interventions to reduce vulnerability.