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The majority of assessments of future heat-related health risk are based on projections of heat hazards superimposed solely on current socioeconomic conditions, thus neglecting the potential contribution of drivers of heat stress risk other than climate change. Partly to address this drawback, the climate change research community has developed a new scenario framework, made up of distinct sets of climate and socioeconomic scenarios. The few assessments of future heat-related health risk that have employed this new framework have focused on changes in population exposure but have often not accounted for future populations' vulnerability. In this paper, we combine European Shared Socioeconomic Pathways with Representative Concentration Pathways to provide spatially explicit European projections of heat-related health risk that account for multiple changes in both socioeconomic and climatic conditions. In doing so, we also address the challenge of accounting for projections of determinants of vulnerability under varying levels of socioeconomic development. Results reveal that the proportion of the European population at very high risk of heat stress will show a steady increase - from 0.4% currently to 20.3%, 32.6%, or 48.4% in 2050 depending on the scenario combination - unless substantial political changes occur rapidly and steadily shift the current socioeconomic development pathway towards sustainability. Ambitious mitigation policies associated with rapid technological progress to enhance human capital could also moderate future heat-related health challenges. Such challenges are unevenly spread across Europe, with the Mediterranean region and Scandinavia being respectively the most and the least impacted regions. Future heat-related health challenges are substantially influenced by varying levels of socioeconomic development, primarily through changes in vulnerability - changes in population exposure being only of secondary importance. The former may even have a more significant impact on future heat stress risk than climate change, particularly in the British Isles and in the Iberian Peninsula. Thus, there is an undeniable necessity to consider the future state of vulnerability - and its uncertainties under varying socioeconomic scenarios - when assessing future heat-related health challenges and designing health adaptation strategies.