Abstract Observational evidence has shown that Compound Wind and Precipitation Extremes (CWPEs) can cause substantial disruptions to natural and economic systems under climate change. This study conducts a historical assessment and future projection of CWPEs characteristics in the climate vulnerable region of Southeast Asia (SEA) based on two Shared Socioeconomic Pathways (SSPs) from Scenario Model Intercomparison Project (ScenarioMIP) in Coupled Model Intercomparison Project Phase 6 (CMIP6). Results reveal that the northern Philippines, the eastern and northwestern coastal areas of the Indochina Peninsula have experienced the most frequent, strongest CWPEs during the period of 1985–2014. SEA is projected to experience a frequency increase of 14.4% (22.5%) and intensity increase of 9.4% (19.5%) under the SSP2‐4.5 (SSP5‐8.5) scenario at the end of 21st century (2070–2099). Kalimantan appears to replace the Philippines as the most affected area, particularly under high emission scenario. In addition, the changes in CWPEs are primarily driven by the changes in precipitation, with the average contribution of precipitation changes across the whole region is 62.8% (70.4%) under the SSP2‐4.5 (SSP5‐8.5) scenario. For precipitation uncertainties, the contribution from model uncertainty decreases over time (from 73.9% to 42.7%), while scenario uncertainty increases (from 20.3% to 55.0%). In contrast, for wind projections, model uncertainty remains the dominant factor (from 81.3% to 87.6%) with little change. The present study reveals the high sensitivity of the CWPEs over SEA under global warming and highlighting the risks of future disaster impact in such vulnerable regions.