Eastern Africa’s fast-growing population is vulnerable to changing rainfall and extremes. Using the first pan-African climate change simulations that explicitly model the rainfall-generating convection, we investigate both the climate change response of key mesoscale drivers of eastern African rainfall, such as sea and lake breezes, and the spatial heterogeneity of rainfall responses. The explicit model shows widespread increases at the end of the century in mean (~40%) and extreme (~50%) rain rates, whereas the sign of changes in rainfall frequency has large spatial heterogeneity (from −50% to over +90%). In comparison, an equivalent parameterized simulation has greater moisture convergence and total rainfall increase over the eastern Congo and less over eastern Africa. The parameterized model also does not capture 1) the large heterogeneity of changes in rain frequency; 2) the widespread and large increases in extreme rainfall, which result from increased rainfall per humidity change; and 3) the response of rainfall to the changing sea breeze, even though the sea-breeze change is captured. Consequently, previous rainfall projections are likely inadequate for informing many climate-sensitive decisions—for example, for infrastructure in coastal cities. We consider the physics revealed here and its implications to be relevant for many other vulnerable tropical regions, especially those with coastal convection.