We propose in this paper a statistical framework to study the evolution of the co‐occurrence of extreme daily rainfall in West Africa since 1950. We consider two regions subject to contrasted rainfall regimes: Senegal and the central Sahel. We study the likelihood of the 3% largest daily rainfall (considering all days) in each region to occur simultaneously and, in a 20 year moving window approach, how this likelihood has evolved with time. Our method uses an anisotropic max‐stable process allowing us to properly represent the co‐occurrence of daily extremes and including the possibility of a preferred direction of co‐occurrence. In Senegal, a change is found in the 1980s, with preferred co‐occurrence along the E‐50‐N direction (i.e., along azimuth 50°) before the 1980s and weaker isotropic co‐occurrence afterward. In central Sahel, a change is also found in the 1980s but surprisingly with contrasting results. Anisotropy along the E‐W direction is found over the whole period, with greater extension after the 1980s. The paper discusses how the co‐occurrence of extremes can provide a qualitative indicator on change in size and propagation of the strongest storms. This calls for further research to identify the atmospheric processes responsible for such contrasted changes in storm properties.