The heatwave has been caused by the so-called Loo winds – hot and dry westerly gusts from Pakistan and northwest India which removes virtually all the moisture in the air, while the high mountains to the northeast block cooler airflows.
While this year’s heat is much more severe than usual, it is normal for dry heat to precede the monsoon – due any day now.
The Indian monsoon is one of the most prominent of the world’s weather systems and is generated by the gradient between the heat over the land and cooler temperatures over the sea.
It blows from the northeast during cooler months and reverses direction to blow from the southwest during summer. This process brings large amounts of rainfall to the region during June and July.
There’s a good explanation of the mechanics here.