Most of the rainfall in southern Australia is associated with cyclones, cold fronts, and thunderstorms, and cases when these weather systems co-occur are particularly likely to cause extreme rainfall. Rainfall declines in some parts of southern Australia during the cool half of the year in recent decades have previously been attributed to decreases in the rainfall from fronts and/or cyclones, while thunderstorm-related rainfall has been observed to increase, particularly in the warm half of the year. However, the co-occurrence of these systems, particularly the co-occurrence of cyclones or fronts with thunderstorms, can be very important for rainfall in some areas, particularly heavy rainfall, and changes in the frequency of these combined weather systems have not been previously assessed. In this paper we show that the majority of the observed cool season rainfall decline between 1979–1996 and 1997–2015 in southeast Australia is associated with a decrease in the frequency of fronts and cyclones that produce rainfall, while there has simultaneously been an increase in the frequency of cold fronts and thunderstorms that do not produce rainfall in some regions. Thunderstorm rainfall has increased in much of southern Australia, particularly during the warm half of the year, including an increase in rainfall where a thunderstorm environment occurs at the same time as a cyclone or front.