Lord Coe said that the championships could be moved to protect athletes.
He warned that the governing body could change event locations due to global warming.
At the World athletics Championships in Oregon this week, the temperature hit 32C.
Lord Coe said that he could see them starting to look at some of their endurance events.
When we come to some of our road events, race walks and marathons we might need to look at how we separate them from championships and put them into a more benign environment.
It's not the only sport that has to deal with that. You would have faced the same challenges if the World Championships had been in London.
A heat dome, when the atmosphere traps heat over an area, caused dozens of deaths in Oregon and caused the US Olympic trials to be suspended.
Athletes are still struggling in the heat despite less extreme conditions.
The UK saw a temperature of 40.3C on Wednesday, making it the hottest day of the year so far.
According to Lord Coe, the targets set by many countries to reduce their greenhouse gas emissions to net zero by 2050 are not realistic.
He said that climate change is with us and that events could move to earlier in the year or the autumn.
Some of the more risible targets that have been set by governments are not going to change anything.
It is possible that we have to do things in our own way to protect the athletes from the heat.
The International Olympic Committee moved the marathon and walking events from the Japanese capital to the northern city of Sapporo because of fears over potentially dangerous temperatures.
Competitors spoke of the brutal conditions in the hottest ever Games, and key figures from major sporting organisations, including the IOC, attended the COP26 summit to discuss the global response to climate change in November.
Leading athletes backed a report that warned about the impact of climate change on athletes.