Climate extremes have become an important issue in recent years, leading to renewed scientific interest in the topic. However, few studies have focused on the analysis of precipitation extremes in large, medium, and small towns in Burkina Faso, a Sahelian country in West Africa. This study aims to analyse trends and future projections of rainfall extremes in small, medium, and large cities in Burkina Faso. To this end, rainfall data were collected from the National Meteorological Agency of Burkina Faso (NMABF) over the period 1991-2020 at monthly time steps. The stations selected were Boromo for the small town of Boromo, Saria for the medium-sized town of Koudougou, and Bobo-Dioulasso for the city of Bobo-Dioulasso. The precipitation data were then entered into the Rclimdex software to produce precipitation indices. The extreme rainfall indices were analysed using descriptive statistics, linear regression, innovative graphical trends, and futures projections. The study shows that there is strong variability and an increasing monotonic trend in the extreme precipitation indices over the period 1990-2020. However, in the city of Koudougou, the trends are nonmonotonically increasing. The study also shows that the forecast based on the Holt-Winter additive model shows that extreme precipitation indices will increase in the study cities. However, the duration indices will decrease more in the city of Koudougou.