Heat wave events are increasing in frequency, intensity and duration with climate change in the cities of Dakar and Niamey. Around twenty years ago, the events were rare in these cities compared to nowadays. The purpose of this comparative study is to investigate a possible relationship between the high temperature, the heat wave and the electricity consumption over two West African Sahelian cities located in different climatic areas by using observational daily climate data (daily maximal and minimal temperature). Heat wave is defined here as three successive days where the mean temperature is above the 90th percentile threshold of a considered period. The results revealed a positive correlation between the annual increase of the temperature and the annual electricity consumption in both cities. It revealed also a positive correlation between the annual increase in the number of heat waves and the annual consumption. Besides that, we have also a clear impact of the summer temperature on the electricity consumption. We have a higher consumption in summer time than in winter or compared to the cold months. Looking into the near and far future, a projection with CMIP5 scenario showed an increase in the percentage of hot days as well as in the mean temperature and that may imply an increase in the number of heat waves by 2100. This may lead to a complication in covering the future energy demand of the population of these cities if nothing is done.