In this study, the effects of the Mount Pinatubo eruption on surface air temperature (SAT) over mid‐ to high‐latitude Northern Hemisphere (NH) continents in December–January–February (DJF) 1991/92 were investigated using MPI‐ESM Grand Ensemble simulations, observations and reanalysis data. The results indicated that the 1991 Mount Pinatubo eruption was not the primary cause of the SAT warming anomaly over the mid‐ to high‐latitude NH continents in DJF 1991/92. In the observations, a positive Arctic Oscillation (AO) or North Atlantic Oscillation (NAO)‐like pattern dominated the warming of Eurasia, while a Pacific North American (PNA)‐like pattern dominated the warming of North America. However, the model ensemble mean (MEM) simulated SAT and sea level pressure anomalies were much weaker over high‐latitude continents. Furthermore, by categorising the 100 MPI‐ESM Grand Ensemble simulations into four categories, we found that the probability of warm and cold temperature anomalies occurring over Eurasia and North America was nearly equal. Only about 22% of the MPI‐ESM Grand Ensemble members simulated winter warming over the mid‐ to high‐latitude NH continents that matched observations. Our study suggested that this winter warming was mostly caused by the internal variability of the climate system, which was consistent with previous studies. A more detailed analysis indicated that, following the Mount Pinatubo eruption, the intrinsic phase shifts in the AO and PNA remained key factors driving the SAT variations in Eurasia and North America, respectively.