A warning was issued for people in parts of Shadforth and William Bay in the Shire of Denmark.

"You are in danger and need to act immediately to survive. There is a threat to lives and homes," the warning from the Department of Fire and Emergency Services said.

"If the way is clear, leave now for a safer place.

"Do not wait and see, leaving at the last minute is deadly."

Residents have been told if they cannot leave, they should shelter in their home.

"Go to a room in your home away from the fire front and make sure you can easily escape," the warning said.

"Choose a room with two exits and water such as a kitchen or laundry.

"If you are not at home, it's too dangerous to return."

The warning has been issued to people bounded by Boat Harbour Road and Board Road to the west, Scotsdale Road to the north, Walter Road and Turner Road to the east, and the coastline to the south.

Firefighters are actively battling the blaze.

Blistering conditions are hampering firefighting efforts across the state, with Perth on track to hit 39C today.

Albany is forecast to hit 41C, and Geraldton has hit its forecast peak of 38C.

Cooler weather is forecast tomorrow in much of the state, with hopes of some rain.