The strong coastal upwelling associated to the Benguela eastern boundary upwelling system makes the ocean along coast of this current one of the most productive ecosystems in the world. The Benguela Coastal Low‐Level Jet (BCLLJ) is one of the most important mesoscale feature that shape the climate of this region. The main synoptic forcing of the BCLLJ is the Angola thermal low over land and the St. Helen anticyclone over the ocean, resulting in southwesterly winds along the coast. This study investigates how the BCLLJ might change due to climate warming, with the help of uncoupled and coupled simulations from a 25‐km horizontal resolution regional climate model (ROM). In general, the coupled simulation displays the best performance in representing the present time near‐surface wind speed, with a decrease on the known warm bias of sea surface temperature in the Benguela eastern boundary upwelling system region. The analysis of the projected changes of the BCLLJ climate toward the end of the 21st century (2070–2099), following the RCP8.5 emissions scenario, shows an increase in the frequency of the BCLLJ occurrence along the southern area with higher changes in the coupled simulation (between 6% and 8%). These changes are related to a southerly shift of the St. Helen High, which intensifies the flow offshore the west coast of South Africa and causes a sharpening of the land‐sea thermal contrasts. However, during spring, associated with the decrease in near‐surface wind speed due to higher sea surface temperatures, the future frequency and intensity of the BCLLJ are lower.