Wind energy is a key option in global dialogues about climate change mitigation. Here, we combined observations from surface wind stations, reanalysis datasets, and state‐of‐the‐art regional climate models from the Coordinated Regional Climate Downscaling Experiment (CORDEX Africa) to study the current and future wind energy potential in Zambia. We found that winds are dominated by southeasterlies and are rarely strong with an average speed of 2.8 m·s−1. When we converted the observed surface wind speed to a turbine hub height of 100 m, we found a ~38% increase in mean wind speed for the period 1981–2000. Further, both simulated and observed wind speed data show statistically significant increments across much of the country. The only areas that divert from this upward trend of wind speeds are the low land terrains of the Eastern Province bordering Malawi. Examining projections of wind power density (WPD), we found that although wind speed is increasing, it is still generally too weak to support large‐scale wind power generation. We found a meagre projected annual average WPD of 46.6 W·m−2. The highest WPDs of ~80 W·m−2 are projected in the northern and central parts of the country while the lowest are to be expected along the Luangwa valley in agreement with wind speed simulations. On average, Zambia is expected to experience minor WPD increments of 0.004 W·m−2 per year from 2031 to 2050. We conclude that small‐scale wind turbines that accommodate cut‐in wind speeds of 3.8 m·s−1 are the most suitable for power generation in Zambia. Further, given the limitations of small wind turbines, they are best suited for rural and suburban areas of the country where obstructions are few, thus making them ideal for complementing the government of the Republic of Zambia's rural electrification efforts.