ABSTRACTE‐OBS(European Observations) is a gridded climate data set which contains maximum temperature, minimum temperature, and precipitation on a daily time step. The data can be as fine as 0.25° in resolution and extends over the entire European continent and parts of Africa and Asia. However, for studying regional or local climatic effects, a finer resolution would be more appropriate. A continental data set with resolution would allow research that is large in scale and still locally relevant. Until now, a climate data set with high spatial and temporal resolution has not existed for Europe. To fulfil this need, we produced a downscaled version of E‐OBS, applying the delta method, which uses WorldClim climate surfaces to obtain a 0.008° (about 1 × 1 km) resolution climate data set on a daily time step covering the European Union. The new downscaled data set includes minimum and maximum temperature and precipitation for the years 1951–2012. It is analysed against weather station data from six countries: Norway, Germany, France, Italy, Austria, and Spain. Our analysis of the downscaled data set shows a reduction in the mean bias error of 3 °C for mean daily minimum temperature and of 4 °C for mean daily maximum temperature. Daily precipitation improved by 0.15 mm on average for all weather stations in the validation. The entire data set is freely and publically available at ftp://palantir.boku.ac.at/Public/ClimateData.