Extreme rainfall events have been more frequent in recent decades, potentially as a climate change effect. This has been leading to a higher risk of the failure of existing hydraulic infrastructures, and to a higher awareness regarding the unreliability of design rainfall calculated with reference to historical data recorded in the last century. With this in mind, the present study questions the stationary assumption of the rainfall Depth–Duration–Frequency curves commonly used in Sicily, the biggest island of the Mediterranean Sea. Quantiles derived from the most up-to-date regional method, regarding Sicily, based on observations in the period 1928–2010, have been compared with those extracted from a high-resolution dataset related to the period 2002–2022, provided by the SIAS agency. The results showed a remarkable underestimation of the rainfall quantiles calculated with the regional approach, especially at the shortest durations and low return periods. This means that new hydraulic works should be designed with reference to longer return periods than in the recent past, and those that currently exist may experience a higher risk of failure. Future investigation of this aspect is crucial for enhancing the effectiveness of water management and detecting hydrological risks under a changing climate.