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Background: The impact of heat waves on mortality and health inequalities is well documented. Very few studies have assessed the effectiveness of heat action plans (HAPs) on health, and none has used quasi-experimental methods to estimate causal effects of such programs. Objectives: We developed a quasi-experimental method to estimate the causal effects associated with HAPs that allows the identification of heterogeneity across subpopulations, and to apply this method specifically to the case of the Montreal (Quebec, Canada) HAP. Methods: A difference-in-differences approach was undertaken using Montreal death registry data for the summers of 2000-2007 to assess the effectiveness of the Montreal HAP, implemented in 2004, on mortality. To study equity in the effect of HAP implementation, we assessed whether the program effects were heterogeneous across sex (male vs. female), age (≥ 65 years vs. < 65 years), and neighborhood education levels (first vs. third tertile). We conducted sensitivity analyses to assess the validity of the estimated causal effect of the HAP program. Results: We found evidence that the HAP contributed to reducing mortality on hot days, and that the mortality reduction attributable to the program was greater for elderly people and people living in low-education neighborhoods. Conclusion: These findings show promise for programs aimed at reducing the impact of extreme temperatures and health inequities. We propose a new quasi-experimental approach that can be easily applied to evaluate the impact of any program or intervention triggered when daily thresholds are reached. Citation: Benmarhnia T, Bailey Z, Kaiser D, Auger N, King N, Kaufman J. 2016. A difference-indifferences approach to assess the effect of a heat action plan on heat-related mortality, and differences in effectiveness according to sex, age, and socioeconomic status (Montreal, Quebec). Environ Health Perspect 124:1694-1699; http://dx.doi.org/10.1289/EHP203 [ABSTRACT FROM AUTHOR]