Heatwaves can have adverse affects on public health and can considerably impact social and economic activities. Climate-change scenarios have shown that the temperature regime will likely be modified significantly over the course of the next 50 years and more. The frequency of occurrence and amplitude of heatwaves may be impacted by changes in the temperature regime. A heatwave can best be characterized by its magnitude and duration. Thus, both of these characteristics need to be studied together. This paper presents an approach based on the principle of parsimony by extending methodologies developed for the analysis of extreme hydrological events: the index-flood method and the regional flood frequency approach to perform at-site heatwave–duration–frequency (HDF) analysis. The approach is very similar to intensity–duration–frequency often used in the analysis of extreme precipitation events. The HDF analysis is performed using annual maximum series of heatwaves of 1–10 days duration observed at four selected sites in southern Quebec with long (i.e. >80 years) time series covering most of the 20th century. The two main tasks in this approach consist of modelling (1) µ(D), a function that relates mean heatwave to its duration, and (2) g(T), a function describing the at-site dimensionless growth curve, where T is the return period. It is found that the µ(D) function can best be modelled using a relationship of the form µ(D) = aDb (where a and b are parameters to be estimated). The dimensionless growth curve g(T) was modelled using the generalized extreme value distribution. The HDF approach can model various quantiles of heatwaves in a fairly acceptable manner when assessed on the basis of relative root-mean-square error and 95% bootstrap confidence intervals. An analysis of the pattern of occurrences of heatwaves indicates that heatwaves of short durations (1–5 days) has shifted over time and occur earlier in the summer than before. Median heatwaves occur during the second and third weeks of July and the majority of heatwaves are concentrated over the time interval from the last 10 days of June to the first 10 days of August. Copyright © 2005 Royal Meteorological Society.