The recent decline in Horn of Africa rainfall during the March-May "long rains" season has fomented drought and famine, threatening food security in an already vulnerable region. Some attribute this decline to anthropogenic forcing, whereas others maintain that it is a feature of internal climate variability. We show that the rate of drying in the Horn of Africa during the 20th century is unusual in the context of the last 2000 years, is synchronous with recent global and regional warming, and therefore may have an anthropogenic component. In contrast to 20th century drying, climate models predict that the Horn of Africa will become wetter as global temperatures rise. The projected increase in rainfall mainly occurs during the September-November "short rains" season, in response to large-scale weakening of the Walker circulation. Most of the models overestimate short rains precipitation while underestimating long rains precipitation, causing the Walker circulation response to unrealistically dominate the annual mean. Our results highlight the need for accurate simulation of the seasonal cycle and an improved understanding of the dynamics of the long rains season to predict future rainfall in the Horn of Africa.