Statistical downscaling and dynamical downscaling are two approaches to generate high‐resolution regional climate models based on the large‐scale information from either reanalysis data or global climate models. In this study, these two downscaling methods are used to simulate the surface climate of China and compared. The Statistical Downscaling Model (SDSM) is cross validated and used to downscale the regional climate of China. Then, the downscaled historical climate of 1981–2000 and future climate of 2041–2060 are compared with that from the Weather Research and Forecasting (WRF) model driven by the European Center‐Hamburg atmosphere model and the Max Planck Institute Ocean Model (ECHAM5/MPI‐OM) and the L'Institut Pierre‐Simon Laplace Coupled Model, version 5, coupled with the Nucleus for European Modelling of the ocean, low resolution (IPSL‐CM5A‐LR). The SDSM can reproduce the surface temperature characteristics of the present climate in China, whereas the WRF tends to underestimate the surface temperature over most of China. Both the SDSM and WRF require further work to improve their ability to downscale precipitation. Both statistical and dynamical downscaling methods produce future surface temperatures for 2041–2060 that are markedly different from the historical climatology. However, the changes in projected precipitation differ between the two downscaling methods. Indeed, large uncertainties remain in terms of the direction and magnitude of future precipitation changes over China.