The report “Effects of Air Temperature Modified by Vulnerability Factors” was prepared as a milestone by researchers in the EU Project EXHAUSTION*. This report summarises the evidence on the interactive effects of high air temperature and various vulnerability factors, including the environmental, socio-economic, and individual behavioral factors on heart- and lung-related deaths and diseases (cardiopulmonary mortality and morbidity) across Europe. The study was conducted at the city, small-area (e.g., municipalities), and individual level. The findings show a greater vulnerability to heat for people living in urban areas with dense population, high air pollution levels, low coverage of green spaces, as well as areas with low Gross Domestic Product. Moreover, people with chronic pre-existing diseases and the elderly were found to be at greater risk. The findings highlight the urgent need to improve the urban environment as well as the health status and living conditions in European cities to contrast the impacts of heat and future climate change. This report alerts stakeholders and policymakers that targeted climate change adaptation measures need to be considered to protect vulnerable population and thereby increase European resilience to climate change.