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In this paper, we used a Bayesian model averaging (BMA) approach to analyse the changes in rainfall extremes in the periods 2041–2070 and 2071–2099 over northeast Bangladesh as a consequence of climate change. Climate change over this region could potentially impact agricultural production, water resources management, and the overall economy of the country. We used six regional climate models (RCMs) over the Coordinated Regional Downscaling Experiment South Asia domain. We used one medium stabilization scenario (RCP4.5) and one high‐emission scenario (RCP8.5) for projecting the extreme rainfall indices. A multi‐model ensemble mean was generated using the BMA approach. The BMA mean is a weighted average related to each RCM's predictive skill during the training period. Most of the rainfall extremes are expected to increase in both pre‐monsoon (March–May) and monsoon (June–September) seasons in the future compared with baseline (1976–2005). The average pre‐monsoon rainfall of the study area is projected to increase by 12.93 and 18.42% under RCP4.5 and 18.18 and 23.85% under RCP8.5 for the periods 2041–2070 and 2071–2099, respectively. The average monsoon rainfall of the study area is projected to increase by 4.96 and 2.27% under RCP4.5 and 6.56 and 6.40% under RCP8.5 for the periods 2041–2070 and 2071–2099, respectively. All the extreme indices except consecutive wet day are expected to change significantly at the 95% confidence level during the pre‐monsoon season. The study area will potentially be subjected to more frequent floods in the future both in pre‐monsoon and monsoon seasons as a consequence of climate change. Notably, the intensity and the magnitude of flash flooding in the pre‐monsoon season are expected to increase more in the future because the increase in extreme indices is more significant during that season. [ABSTRACT FROM AUTHOR]