We report on 33 new paleomagnetic directions obtained from 16 lava flows emplaced in the last 3 ka on São Miguel, the largest island of the Azores. The data provide 27 well‐dated directions from historical or 14C dated flows which, together with 6 directions previously gathered from the same flows by Johnson et al. (1998), yield the first paleomagnetic directional record of the last 3 ka from the Atlantic Ocean. Within‐flow directions are consistent, suggesting that inclination swings from 60° to 25° and declination changes between −10° to 20° reflect variations in the geomagnetic field over the last 3 ka. To a first approximation, the declination record is consistent with predictions from CALS3k.4 and gufm1 global field models. Conversely, inclination values are lower than model predictions at two different ages: 1) four sites from the 1652 AD flow yield I = 48° instead of I = 63° predicted by gufm1; 2) data from several flows nicely mimic the inclination minimum of 800–1400 AD, but inclination values are lower by ∼10° than CALS3k.4 model predictions. By interpolating a cubic spline fit on declination / inclination versus age data, we tentatively infer the directional evolution of the geomagnetic field at the Azores from 1000 BC to 1600 AD. The obtained curve shows three tracks in virtual overlap during the 1000–800 BC, 800–500 BC, and 400–700 AD time spans.