The Pipeworks Bar at Pontyclun in Rhondda Cynon Taf and The Stone Crab restaurant in Saundersfoot, Pembrokeshire, have closed due to concerns over staff welfare in the current heatwave.
On Monday, Wales recorded its hottest day of 2021 - with 30.9C measured in Cardiff.
The Met Office has issued an amber warning- which will be in place until Thursday - with temperatures tipped to hit 33C in some western areas of the country.
The Pipeworks bar confirmed on Facebook: “As well as being too hot outside, it’s unbearable behind our bar.
"Everything that is keeping the drinks cold is making us even hotter," it said, referring to its three fridges.
“Plus, masks are just horrid to wear at the moment. So, it’s only fair on the staff that we give them a couple of days off... We didn’t ever think we would close due to sun."
Owner Simon Cole told BBC Wales: "I went there and had a pint on my day off and the pint was warm within five minutes and it wasn’t very nice.
The Stone Crab said on Facebook it was closing "with a heavy heart and with deep thought.
"We cannot in good knowledge let our staff continue to suffer in this hot weather," their statement said.
Under UK law, there is no legislation that allows workers to leave once it hits a certain temperature.
But under the Workplace (Health, Safety and Welfare) Regulations 1992, employers must "reasonable" temperatures in the workplace.
On Tuesday, Cardiff recorded temperatures of 30.2C, with Llysdinam in Powys and Usk in Monmouthshire both registering 29.3C, the Met Office said.
Thunderstorms were predicted to hit the UK as the country continues to bask in sweltering temperatures.
A yellow warning for storms has been issued by the Met Office for parts of the East Midlands, South East and East of England from 1pm on Tuesday until the end of the day.
The mercury could climb as high as 33C (91.4F) over the next few days, which is hotter than top European holiday destinations such as Marbella, Mykonos and Tenerife.
Grahame Madge, spokesman for the Met Office, warned of heavy rain amid the thunderstorms.
He said: “The lightning frequency could be quite intense.
“We could see very large hail which could easily cause impact and obviously with any thunderstorms we could see those systems producing 30-60mm of rain within an hour or two.”