"Heat Waves" is about a man who's failing at a romantic relationship. He doesn't feel like he's giving his partner the life that she deserves. It differs from the typical heartache song in that all of the angst is directed inwardly. Frontman Dave Bayley never blames or condemns his partner - only himself. According to Bayley, it's about a real person who was very important to him, but is no longer part of his life. "The whole thing is meant to feel really reflective, and it ends up focusing on one memory, which is about a certain person that I really missed," he told Genius. He wrote the song in May 2019, but this person's birthday is in June, thus the lines: Sometimes, all I think about is you Late nights in the middle of June "Every time it gets to May I start thinking about this person and how they're not in my life anymore, and I start missing that person," he said.
The term "heat wave" usually denotes a stretch of uncommonly hot weather, but that's not the way that Bayley uses it here. In this song, the term is used in the sense of a heat haze, which is sometimes also called a highway mirage. Both names refer to the wavy air that rises off asphalt on extremely hot days. Bayley is using it as a metaphor for his own failed promises. He's tried to offer his love all the things she wants and needs but they're just like heat waves rising off hot asphalt, illusory and without substance.
The band recorded the music video for the song during the COVID-19 pandemic. Their neighbors filmed it on their own phones. The video shows Bayley carting an amp in a wagon through London. He reaches an empty music hall and performs this song with the rest of the band. Bayley called the video "a love letter to live music and the culture and togetherness surrounding it."
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