Heat and tropospheric ozone have acute impacts on rates of premature death. Warm temperatures affect the photochemical processes in ozone formation, suggesting ozone as a mediator of the acute health effect of heat on mortality. We assembled a summertime daily time-series data set of 15 French urban areas during 2000–2015 to decompose the acute total effect of heat waves on mortality into natural direct and indirect effects using a regression-based product method under the potential outcomes framework. For each area, we estimated the effect of heat waves on mortality using a quasi-Poisson model with adjustment for covariates such as lagged nitrogen dioxide concentration, and we modeled ozone with a linear regression of heat waves and the same set of covariates. We pooled estimates across areas using random-effects models. We also provide R software code (R Foundation for Statistical Computing, Vienna, Austria) with which to reproduce or replicate our analysis. Most areas demonstrated evidence of mediation by ozone, with the pooled relative risks for natural indirect effects being 1.03 (95% confidence interval (CI): 1.02, 1.05), 1.03 (95% CI: 1.01, 1.04), and 1.04 (95% CI: 1.00, 1.07) for nonaccidental, cardiovascular, and respiratory mortality, respectively. We found evidence of a mediation effect by ozone in the association between heat waves and mortality in France which varied by geographic location and cause of mortality.