National parks have been closed in South Australia because of the extreme heat and Victorian firefighters are working to contain blazes before conditions worsen.

Temperatures are expected to top 43 degrees in Victoria on Thursday and the roof at the Australian Open tennis tournament was controversially closed for the second day in a row.

Meanwhile, the temperature is expected to be 45 degrees in Adelaide, with the furnace-like conditions forecast to continue until at least Sunday.

If so, it will be the first time the city will experience six days in a row of above 40 degrees celsius since 1908.

Last March, Adelaide had a record long heatwave with 15 consecutive days above 35 degrees.

Senator Wong said this was the sort of weather scientists had been warning about.

"Obviously you have to look on a much longer time frame than week to week, but what we do know is that 11 of the hottest years in history have been in the last 12 (years)," Ms Wong said.

"And we also know, particularly in the southern part of Australia, that we've seen less rainfall.

"All of this is consistent with climate change and all of this is consistent with what scientists told us would happen."