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Social isolation could increase individuals' vulnerability during heat waves by reducing their access to critical resources such as informational, instrumental, and emotional support. Socially isolated individuals can also have lower levels of self-efficacy and well-being in daily life, making them more vulnerable during times of acute stress. To date, however, our knowledge about how isolation increases vulnerability during heat waves is limited. This study provides a quantitative examination of some of the community- and individual-level mechanisms through which the association between isolation and heat stress unfolds. I examine how neighborhood social connectedness, social network characteristics, loneliness, and living arrangements are associated with the likelihood of experiencing symptoms of heat-related illness. To do this, I leverage original survey data collected immediately after the first two heat waves of the summer of 2025 in Spain's five largest cities (n = 10,296). Results reveal there are many dimensions of isolation that are individually associated with a higher risk of heat stress. When all aspects of isolation are considered, two dimensions stand out. Having more social ties who live beyond one's residential neighborhood is associated with a higher risk of experiencing heat stress. Additionally, individuals who are lonely have a consistently higher probability of experiencing heat stress than those who are not. These results shed light on some of the mechanisms through which isolation could increase individuals' vulnerability during periods of extreme heat. More broadly, these results help us understand the role of social connectedness during periods of acute stress.