High-quality climate information at appropriate spatial and temporal resolution is essential to develop and provide tailored climate services for Africa. A common method to produce regional climate change data is to dynamically downscale global climate projections by means of regional climate models (RCMs). Deficiencies in the representation of the sea surface temperatures (SSTs) in earth system models (ESMs) and missing atmosphere–ocean interactions in RCMs contribute to the precipitation bias. This study analyzes the influence of the regional atmosphere–ocean coupling on simulated precipitation and its characteristics over Africa, and identifies those regions providing an added value using the regionally coupled atmosphere–ocean model ROM. For the analysis, the MPI-ESM-LR historical simulation and emission scenario RCP8.5 were dynamically downscaled with ROM at a spatial resolution of 0.22° × 0.22° for the whole African continent, including the tropical Atlantic and the Southwest Indian Ocean. The results show that reduced SST warm biases in both oceans lead to more realistic simulated precipitation over most coastal regions of Sub-Saharan Africa and over southern Africa to varying degrees depending on the season. In particular, the annual precipitation cycles over the coastal regions of the Atlantic Ocean are closer to observations. Moreover, total precipitation and extreme precipitation indices in the coupled historical simulation are significantly lower and more realistic compared to observations over the majority of the analyzed sub-regions. Finally, atmosphere–ocean coupling can amplify or attenuate climate change signals from precipitation indices or even change their sign in a regional climate projection.