Recent century‐long experiments performed with global climate models have simulated observed trends in global‐mean temperature quite successfully when both greenhouse gas and aerosol forcing has been included. The performance of these same experiments in simulating observed global‐scale changes in precipitation has not previously been examined. Here we use a gridded terrestrial precipitation dataset for the period 1900 to 1996 to examine the extent to which observed global and zonal‐mean precipitation sensitivities to global warming have been captured by a series of model simulations recently completed by the UK Hadley Centre. There are signs that the model has been able to reproduce at least some of the observed zonal‐mean variations in the precipitation sensitivity to warming. Questions remain both about the quality of the observed precipitation data and about the spatial scale at which anthropogenically‐forced global climate models can be expected to reproduce observed variations in precipitation.