Heatwave weather files are needed to assess building performance under future heatwaves. This paper presents a methodology for producing a minimum set of heatwave weather files, which should be representative of the diversity of heatwaves expected in a location of interest. It is a four-step methodology. Weather projections are first collected from the CORDEX project database. Then, heatwaves are identified in the weather data. A list of independent and significant indicators is constructed to characterise the heatwaves. Samples of heatwaves are finally selected based on the list of indicators. The methodology was tested for the location of the Lyon-Saint Exupery Airport. A total of 2229 heatwaves were identified within 1260 years of weather projections. The heatwaves showed a high degree of diversity in terms of weather characteristics. The sampling process selected only 8 representative heatwaves. This number is sufficiently reduced to consider using the reduced set of heatwave weather files for assessing building performance.