The 10-day heatwave that hit Spain left "more than 500 people" dead, Prime Minister Pedro Sanchez said on Wednesday.

"During this heatwave, more than 500 people died because of such high temperatures, according to the statistics," Sanchez said, referring to a public health institute estimate based on excess mortality rates.

"I ask citizens to exercise extreme caution," the premier said, noting the "climate emergency is a reality".

Spain was gripped by a heatwave affecting much of Western Europe which pushed temperatures as high as 45 degrees Celsius (113 degrees Fahrenheit) in some regions last week, sparking dozens of wildfires.

Sanchez cited figures from the Carlos III Health Institute which estimates the number of heat-related deaths based on the number of excess deaths when compared to the average in previous years.

The institute has qualified these figures in recent days, stressing that it was a statistical estimate and not a record of official deaths.