Global circulation models (GCMs) are routinely used to project future climate conditions worldwide, such as temperature and precipitation. However, inputs with a finer resolution are required to drive impact‐related models at local scales. The non‐homogeneous hidden Markov model (NHMM) is a widely used algorithm for the precipitation statistical downscaling for GCMs. To improve the accuracy of the traditional NHMM in reproducing spatiotemporal precipitation features of specific geographic sites, especially extreme precipitation, we developed a new precipitation downscaling framework. This hierarchical model includes two levels: (1) establishing an ensemble learning model to predict the occurrence probabilities for different levels of daily precipitation aggregated at multiple sites and (2) constructing a NHMM downscaling scheme of daily amount at the scale of a single rain gauge using the outputs of ensemble learning model as predictors. As the results obtained for the case study in the central‐eastern China (CEC), show that our downscaling model is highly efficient and performs better than the NHMM in simulating precipitation variability and extreme precipitation. Finally, our projections indicate that CEC may experience increased precipitation in the future. Compared with ~26 years (1990–2015), the extreme precipitation frequency and amount would significantly increase by 21.9%–48.1% and 12.3%–38.3%, respectively, by the late century (2075–2100) under the Shared Socioeconomic Pathway 585 climate scenario.