Intensification of short‐duration rainfall extremes contributes to increased urban flood risk. Yet, it remains unclear how upper‐tail rainfall statistics could change with regional warming. Here, we characterize the non‐stationarity of rainfall extremes over durations of 1–24 hr for the rapidly developing coastal megalopolis of the Greater Bay Area, China. Using high‐resolution, multi‐source, merged and gridded data we observe greater increases in rainfall intensities over the north‐central part of the region compared with the southern coastal region. Our results show, for the first time, that urbanization nonlinearly increases rainfall intensities at different durations and return periods. Over short durations (≤3‐hr) and short return periods (2‐yr), urban areas have the greatest scaling rates (≥19.9%/°C). However, over longer durations (≥9‐hr) rural areas have greater scaling rates, with a lower degree of dependency on both durations and return periods.