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More frequent and severe extreme weather events such as heatwaves are among the most serious challenges to society in coping with the changing climate. To evaluate the impacts of the heatwave on large-scale urban areas, a multi-scale weather forecasting system is designed by integrating different resolutions of the Canadian urbanized version of the Global Environmental Multiscale (GEM) Numerical Weather Prediction (NWP) model, cascading from 10km to 2.5 km, and 250 m. The multi-scale model is implemented in Montreal, Canada, for modeling the 2018 heatwave. Simulation results are well-validated against measurement data, including Moderate Resolution Imaging Spectroradiometer (MODIS) satellite imagery and ten weather stations in the city. The Universal Thermal Climate Index (UTCI) map was calculated to identify vulnerable regions in the city against the heatwave. Land-use types in hotspots and coldspots are analyzed to find dominant factors in the formation of hot and cold areas. It is found that natural landscapes such as vegetation, trees, and water bodies are the dominant features of most coldspots. On the other hand, roads, parking lots, less tree covers, and industrial activities are the common land use features in the hotspots. A weak correlation is found between heat-related death locations and the outdoor UTCI map, implying that the assessment of an outdoor heatwave may not address overheated buildings and communities. This paper shows the importance of built environments - their properties and occupants' socio-demographic factors in the study of heat-related mortalities in cities.