Heavy precipitation (HP) constitutes a major meteorological threat in the western Mediterranean (WMed). Every year, recurrent events affect the area with fatal consequences for infrastructure and personal losses. Despite this being a well-known issue widely investigated in the past, open questions still remain. Particularly, the understanding of the underlying mechanisms and the modeling representation of the events must be improved. One of the major goals of the Hydrological Cycle in the Mediterranean Experiment (HyMeX; 2010–2020) has been to advance knowledge on this topic. In this article, we present an overview of the most recent lessons learned from HyMeX towards an improved understanding of the mechanisms leading to HP in the WMed. The unique network of instruments deployed as well as the use of finer model resolutions and coupled models provided an unprecedented opportunity to validate numerical model simulations, develop improved parameterizations, and design high-resolution ensemble modeling approaches and sophisticated assimilation techniques across scales. All in all, HyMeX, and particularly the science team heavy precipitation, favored the evidencing of theoretical results, the enrichment of our knowledge on the genesis and evolution of convection in a complex topography environment, and the improvement of precipitation forecasts. Illustratively, the intervention of cyclones and warm conveyor belts in the occurrence of heavy precipitation has been pointed out, and the crucial role of the spatiotemporal distribution of atmospheric water vapor for the understanding and accurate forecast of the timing and location of deep convection has been evidenced, as has the complex interaction among processes across scales. The importance of soil and ocean conditions and the interactions among systems were highlighted, and such systems were specifically developed in the framework of HyMeX to improve the realism of weather forecasts. Furthermore, the benefits of cross-disciplinary efforts within HyMeX have been a key asset in bringing our knowledge about heavy precipitation in the Mediterranean region a step forward.