Besides Bhubaneswar, the coal township of Talcher recorded 41.2 degrees Celsius, followed by Titlagarh 40.5 degrees, Bhawanipatna 40.2 degrees and both Bolangir and Malkangiri 40 degrees, the meteorological centre said.
While dry weather prevailed in many areas, the met office predicted that the heat wave conditions would continue in the state.
The state government has made arrangements in hospitals to deal with sun-stroke cases.
As a preventive measure, classes in schools were being held in the morning, while office timings were rescheduled in the districts.