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Climate model simulations typically exhibit a bias, which can be corrected using statistical approaches. In this study, a geostatistical approach for bias correction of daily precipitation at ungauged locations is presented. The method utilizes a double quantile mapping with dry day correction for future periods. The transfer function of the bias correction for the ungauged locations is established using distribution functions estimated by ordinary kriging with anisotropic variograms. The methodology was applied to the daily precipitation simulations of the entire CORDEX‐Africa ensemble for a study region located in the West African Sudanian Savanna. This ensemble consists of 23 regional climate models (RCM) that were run for three different future scenarios (RCP 2.6, RCP 4.5, and RCP 8.5). The evaluation of the approach for a historical 50‐year period (1950–2005) showed that the method can reduce the inherent strong precipitation bias of RCM simulations, thereby reproducing the main climatological features of the observed data. Moreover, the bias correction technique preserves the climate change signal of the uncorrected RCM simulations. However, the ensemble spread is increased due to an overestimation of the rainfall probability of uncorrected RCM simulations. The application of the bias correction method to the future period (2006–2100) revealed that annual precipitation increases for most models in the near (2020–2049) and far future (2070–2099) with a mean increase of up to 165mm⋅a−1 (18%). An analysis of the monthly and daily time series showed a slightly delayed onset and intensification of the rainy season. [ABSTRACT FROM AUTHOR]