AbstractNew monthly, long‐running, continuous surface air temperature records for four island chains throughout the Macaronesian biogeographical zone in the North Atlantic Ocean are presented. The records run from 1865 for the Azores and Madeira, 1885 for the Canary Islands and 1895 for Cape Verde. Recent (1981–2010) warming across these islands is significant in summer (JJA) for the Canary Islands, Cape Verde and Madeira, ranging from 0.40 to 0.46 °C per decade. Annually, the temperature trends across this period range from 0.30 to 0.38 °C per decade across all four island chains (significant for all but the Canary Islands), which exceed the station‐based, average global temperature rise by up to 0.10 °C per decade. Precipitation records from multiple islands across Macaronesia are also presented in addition to sea‐level pressure records from the Azores and Cape Verde. Cape Verde wet season (ASO) precipitation is found to have significantly increased at two of our three sites from 1981 to 2010. The Azores, Canary Islands and Madeira precipitation trends display no significant changes, although the three Azores stations display a recent positive tendency. The extended Azores pressure record allows us to construct an entirely station‐based Azores‐Iceland North Atlantic Oscillation index (NAOI) from 1865 to 2012 and extend the daily station‐based index back to 1944, further than the longest previous daily NAOI by 6 years. In addition, we use the sea‐level pressure difference between the Azores and Cape Verde to create a novel method of characterizing trade wind strength across Macaronesia, the Trade Wind index (TWI), which points towards a recent, statistically significant increase (since 1973) throughout the region. Links between the winter and summer NAOI, TWI and Macaronesian temperature and precipitation are explored, as are the differences in warming trends between Macaronesia and analogous subtropical island chains, most of which are found to be warming at slower rates than the Macaronesia stations. © 2013 Royal Meteorological Society