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Changes in the rainfall amounts in a small island in the North Atlantic Ocean—Madeira Island—were analysed based on complete daily rainfall series aggregated into 1-, 3-, 6- and 12-month rainfall and annual maximum rainfalls of 41 rain gauges (1937/1938–2016/2017). The gaps of the daily rainfall data were filled in by the multivariate imputation by chained equations whose performance was evaluated. The Mann-Kendall test coupled with Sen's slope estimator was applied to detect and quantify trends. The sequential Mann-Kendall test was used to identify abrupt changes in trends. Results show a widespread downward trend in seasonal and annual rainfall, with the highest values in Madeira's central region. A strong association between the downward rainfall trends and the upward trends of the North Atlantic Oscillation Index was found. New insights into the understanding of the rainfall patterns in small island environments in the North Atlantic were produced. [ABSTRACT FROM AUTHOR]