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Abstract Heatwaves lead to catastrophic consequences on public health and the economy. Accurate and timely predictions of regional heatwaves can improve climate preparedness and foster decision‐making to alleviate the burdens due to climate change. In this paper, we propose a heatwave prediction algorithm based on a novel deep learning model, that is, Graph Neural Network (GNN). This new GNN framework can provide real time warnings of the sudden occurrence of regional heatwaves with high accuracy at lower costs of computation and data collection. In addition, its interpretable structure unravels the spatiotemporal patterns of regional heatwaves and helps to enrich our understanding of the general climate dynamics and the causal influences between locations. The proposed GNN framework can be applied for the detection and prediction of other extreme or compound climate events, which calls for future studies.