The south-west region of Western Australia (WA) has been one of the most severely affected regions in Australia for prolonged, anomalously warm water events (marine heatwaves, MHWs). The shelf regions are highly susceptible to MHWs and have significant commercial, recreational, and fisheries and aquaculture activities. We analysed 14-years of historical temperature data from two moorings off the coast of Perth, WA to investigate the occurrence and characteristics of different MHW type and the dynamical processes that drive both the development and the decay of these MHWs. The results show that surface MHWs, which were detectable at the surface, can reach depths up to 175m on the continental shelf. Over the study period, we also observed multiple sub-surface MHWs, which were not detectable at the surface and were shorter in duration but more intense than surface MHWs only impacting the well mixed surface layer. Therefore, sea surface temperature data cannot be used to infer sub-surface temperature anomalies. Variability in MHWs with depth may be attributed to processes such as depth-variable horizontal currents, vertical upwelling and mixing processes that impact stratification. This study demonstrates that understanding the impact of MHWs on the vibrant sub-surface marine ecosystem requires consideration of depth-variable processes.