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Climate models predict Africa will warm by up to 5°C in the coming century, stressing African societies. To provide independent constraints on model predictions, this study compares two notable reconstructions of East African temperatures to those predicted by Paleoclimate Model Intercomparison Project (PMIP3) and transient TraCE (Transient Climate Evolution) simulations, focusing on the Mid‐Holocene (MH, 5–8 kyr B.P.). Reconstructions of tropical African temperature derived from lake sedimentary archives indicate 1–2.5°C of warming during the MH relative to the 20th century, but most climate models do not replicate the warming observed in these paleoclimate data. We investigate this discrepancy using a new lake proxy system model, with attention to the (potentially non‐stationary) relationship between lake temperature and air temperature. We find amplified lake surface temperature changes compared to air temperature during the MH due to heightened seasonality and precessional forcing. Lacustrine processes account for some of the warming, and highlight how the lake heat budget leads to a rectification of the seasonal cycle; however, the simulated lake heating bias is insufficient to reconcile the full discrepancy between the models and the proxy‐derived MH warming. We find further evidence of changes in mixing depth over time, potentially driven by changes in cloud cover and shortwave radiative fluxes penetrating the lake surface. This may confound interpretation for glycerol dialkyl glycerol tetraethers (GDGT) compounds which exist in the mixed layer, and suggests a need for independent constraints on mixed layer depth. This work provides a new interpretive framework for invaluable paleoclimate records of temperature changes over the African continent.