Mountain systems within the Mediterranean region, e.g., the Pyrenees, are very sensitive to climate change. In the present study, we quantified the magnitude of extreme precipitation events and the number of days with torrential precipitation (daily precipitation ≥ 100 mm) in all the rain gauges available in the Pyrenees for the 1981–2015 period, analyzing the contribution of the synoptic scale in this type of event. The easternmost (under Mediterranean influence) and north-westernmost (under Atlantic influence) areas of the Pyrenees registered the highest number of torrential events. The heaviest events are expected in the eastern part, i.e., 400 mm day−1 for a return period of 200 years. Northerly advections over the Iberian Peninsula, which present a low zonal index, i.e., implying a stronger meridional component, give rise to torrential events over the western Pyrenees; and easterly advections favour extreme precipitation over the eastern Pyrenees. The air mass travels a long way, from the east coast of North America, bringing heavy rainfall to the western Pyrenees. In the case of the torrential events over the eastern Pyrenees, the trajectory of the air mass causing the events in these areas is very short and originates in the Mediterranean Basin. The North Atlantic Oscillation (NAO) index has no influence upon the occurrence of torrential events in the Pyrenees, but these events are closely related to certain Mediterranean teleconnections such as the Western Mediterranean Oscillation (WeMO).