Monsoon rainfall in West Africa mostly comes from mesoscale convective systems, which are not well represented by standard convection‐parameterized regional climate models (RCMs). We use a 4.5 km resolution convection‐permitting RCM (CP4A) which has a good representation of these processes in the Sahel. By comparing the climate change signals of CP4A and a standard RCM (R25), we find that changes in mean rainfall and wet‐day frequency are linearly related. However, rainfall intensity changes are independent. Intensification of rainfall is larger in CP4A and happens in regions of both increasing and decreasing mean rainfall. Rainfall from extreme events increases by a factor of 5 to 10 in CP4A, compared to 2 to 3 in R25. CP4A also shows larger changes in intraseasonal rainfall variability, dry spells, and short and long duration extreme rainfall than R25, all of which are relevant for hydrology and agriculture.