Although volcanic forcing impacts on climate have gained much international attention during recent years, focus has largely been at hemispheric scale, and most particularly on the Northern Hemisphere (NH). Here we investigate the impact of major volcanic eruptions since 1883 on southern African climate, with a view to establishing potential sub‐regional differences across a variety of temporal scales. To this end, we use historical simulations from the Coupled Model Intercomparison Project, Phase 5 (CMIP5) to study near‐surface temperature responses to four major eruptions (Krakatau, 1883; Santa Maria, 1902; Agung, 1963; Pinatubo, 1991) over six sub‐regions of southern Africa. Results show significant cooling across all sub‐regions after each eruption. However, we detect considerable sub‐regional differences in the amplitude, timing and duration of responses. For instance, stronger temperature departures occur in northern rather than southern sub‐regions where diurnal and annual temperature ranges are normally greater. While significant responses occur within the first year after each eruption, there is a more delayed response in three of the sub‐regions (southwestern coast and central southern Africa) following the Santa Maria eruption. Strongest responses follow the Krakatau eruption in all sub‐regions, while the weakest response follows the Santa Maria eruption in western sub‐regions and the Agung eruption in eastern sub‐regions. Most regions experience the strongest temperature departures during austral autumn and winter (MAM and JJA), and weakest during spring (SON).