Weather extremes are the showcase of climate variability. Given their societal and environmental impacts, they are of great public interest. The prevention of natural hazards, the monitoring of single events, and, more recently, their attribution to anthropogenic climate change constitute key challenges for both weather services and scientific communities. Before a single event can be scrutinized, it must be properly defined; in particular, its spatiotemporal characteristics must be chosen. So far, this definition is made with some degree of arbitrariness, yet it might affect conclusions when explaining an extreme weather event from a climate perspective. Here, we propose a generic road map for defining single events as objectively as possible. In particular, as extreme events are inherently characterized by a small probability of occurrence, we suggest selecting the space–time characteristics that minimize this probability. In this way, we are able to automatically identify the spatiotemporal scale at which the event has been the most extreme. According to our methodology, the European heat wave of summer 2003 would be defined as a 2-week event over France and Spain and the Boulder, Colorado, intense rainfall of September 2013 a 5-day local event. Importantly, we show that in both cases, maximizing the rarity of the event does not maximize (or minimize) its fraction of attributable risk to anthropogenic climate change.