Mounting evidence demonstrates that heatwaves aggravate urban air pollution, with substantial impacts on public health, but comparatively little research has addressed Sub-Saharan African contexts. In this study, we focused on Kigali, Rwanda, to assess the relationship between extreme heat events and concentrations of fine particulate matter (PM_2.5), nitrogen dioxide (NO₂), and ozone (O₃) from 2021 to 2024. Using low-cost sensors for dense spatiotemporal coverage, our analysis finds that O₃ concentrations increased significantly during 6 heatwave events with peak values up to 40% higher during heatwaves. Heatwaves also resulted in spikes in PM_2.5 and NO₂, however the diurnal and seasonal analyses showed that PM_2.5 and NO₂ dynamics were shaped more by local emissions than temperature alone. These results highlight the compound risks of heat and air pollution in sub-Saharan African cities, underscoring the importance of early-warning systems and robust urban policies that account for both heat and air pollution. In addition, the atmospheric dynamics identified in this research differ from those observed in many high-income countries, highlighting a critical need for more research exploring the intersection of heat and air pollution in Sub-Saharan Africa.