Mercury rose to 37.1 degrees Celsius in Dhaka while the maximum temperature of 38 degrees Celsius was recorded in Rajshahi on Thursday.
Maximum temperature in all eight divisions – Dhaka, Chattogram, Rajshahi, Khulna, Barishal, Sylhet, Rangpur, and Mymensingh – was above 36 degrees Celsius.
The highest temperature in Bangladesh in past two decades was 42.2 degrees Celsius in Jashore while the highest ever after independence was 45.1 degrees Celsius on May 30, 1972.
Meteorologist Nazmul Haque at the Meteorological Department said the heat wave will continue on Friday.
A low over the southern Bay of Bengal has intensified into a well-marked low and is likely to intensify further into a depression in the next 24 hours, the Met Office said in a weather forecast in the evening.
The depression may cause squally weather, storms and rains along the coast, but it is also expected to bring some cold air.