Intraseasonal thermocline oscillations in Lake Tanganyika are analysed using observations near Mpulungu and simple analytical/numerical models, in order to understand their origin. The region around the lake is characterised by strong and persistent southeast winds during the four months dry season, lasting from May to August. The associated wind‐stress causes the tilting of the thermocline which oscillates for the whole year. The wavelet transform spectra of temperature at 30 m depth of the lake near Mpulungu indicates the presence of various scales of motion, localised in frequency and time. The dominant modes of thermocline oscillations are intraseasonal variability with 3–4 weeks periods. Similar results are obtained from a reduced‐gravity model with various wind forcing, including the observed forcing, and a simple analytical solution. In addition, the model results indicates that the dominant mode of oscillation exhibits one node only. From the study, it is inferred that the free modes of oscillations of the lake are in resonance with wind pulses.