Marine heatwaves are expected to become more frequent, intense, and longer-lasting in a warming world. However, it remains unclear whether feedback processes could amplify or dampen extreme ocean temperatures. Here we impose the observed atmospheric flow in novel coupled climate simulations to determine how the record-breaking 2019 Northeast Pacific marine heatwave would have unfolded in preindustrial times, and how it could unravel in a +4°C warmer world compared to present-day conditions. We find that air-sea feedbacks, involving reductions in clouds and ocean mixed-layer depth and air advection from fast-warming subpolar regions, modulate warming rates within the marine heatwave. In a +4°C warmer climate, these feedbacks are projected to amplify the intensity and spatial extent of analogous marine heatwaves beyond the 1.9°C global and even 2.3–2.7°C regional mean increase, with a warming reaching 2.9°C above present levels. Such an amplification would place even greater stress on marine ecosystems and fisheries.