Prolonged periods of extreme heat also known as heatwaves are a growing concern in a changing climate. Over the Sahel, a hot and semi-arid region in West Africa, they are still relatively poorly understood and managed. In this research, five multivariate thermal indices derived from the ERA5 database were used to characterize Sahelian heatwaves for statistical analysis and as a sampling basis to investigate their underlying thermodynamic causes. Results show that on average most locations in the Sahel suffer from one or two heatwaves a year lasting 3–5 days but with severe magnitude. The eastern Sahel is more at risk than the west, experiencing more frequent and longer lasting events. Despite similar statistics of intensity, duration and frequency across the heatwave indices, for a given diurnal phase, there is surprisingly low agreement in the timing of events. Furthermore daytime and nighttime heatwaves have little synchronicity. In terms of associated thermodynamic processes, heat advection and the greenhouse effect of moisture are identified as the main causes of Sahelian heatwaves. The processes are nevertheless sensitive to the indices, consequence of the distinctness of their respective samples. Therefore attention should be given to the choice of either index in operational monitoring and forecasting of heatwaves. This will allow to effectively target different exposed socio-economic groups and resultantly enhance the efficiency of early warning systems.