The early Eocene (∼56–48 Myr ago) is characterized by high CO2 estimates (1,200–2,500 ppmv) and elevated global temperatures (∼10°C–16°C higher than modern). However, the response of the hydrological cycle during the early Eocene is poorly constrained, especially in regions with sparse data coverage (e.g., Africa). Here, we present a study of African hydroclimate during the early Eocene, as simulated by an ensemble of state‐of‐the‐art climate models in the Deep‐time Model Intercomparison Project (DeepMIP). A comparison between the DeepMIP pre‐industrial simulations and modern observations suggests that model biases are model‐ and geographically dependent, however, these biases are reduced in the model ensemble mean. A comparison between the Eocene simulations and the pre‐industrial suggests that there is no obvious wetting or drying trend as the CO2 increases. The results suggest that changes to the land sea mask (relative to modern) in the models may be responsible for the simulated increases in precipitation to the north of Eocene Africa. There is an increase in precipitation over equatorial and West Africa and associated drying over northern Africa as CO2 rises. There are also important dynamical changes, with evidence that anticyclonic low‐level circulation is replaced by increased south‐westerly flow at high CO2 levels. Lastly, a model‐data comparison using newly compiled quantitative climate estimates from paleobotanical proxy data suggests a marginally better fit with the reconstructions at lower levels of CO2.