In the framework of the coordinated regional climate downscaling experiment (CORDEX), an ensemble of climate change projections for Africa has been created by downscaling the simulations of four global climate models (GCMs) by means of the consortium for small-scale modeling (COSMO) regional climate model (RCM) (COSMO-CLM, hereafter, CCLM). Differences between the projected temperature and precipitation simulated by CCLM and the driving GCMs are analyzed and discussed. The projected increase of seasonal temperature is found to be relatively similar between GCMs and RCM, although large differences (more than 1 °C) exist locally. Differences are also found for extreme-event related quantities, such as the spread of the upper end of the maximum temperature probability distribution function and, in turn, the duration of heat waves. Larger uncertainties are found in the future precipitation changes; this is partly a consequence of the inter-model (GCMs) variability over some areas (e.g. Sahel). However, over other regions (e.g. Central Africa) the rainfall trends simulated by CCLM and the GCMs show opposite signs, with CCLM showing a significant reduction in precipitation at the end of the century. This uncertain and sometimes contrasting behaviour is further investigated by analyzing the different models’ response to the land–atmosphere interaction and feedback. Given the large uncertainty associated with inter-model variability across GCMs and the reduced spread in the results when a single RCM is used for downscaling, we strongly emphasize the importance of exploiting fully the CORDEX-Africa multi-GCM/multi-RCM ensemble in order to assess the robustness of the climate change signal and, possibly, to identify and quantify the many sources of uncertainty that still remain.