This dataset contains daily precipitation and temperature records for Lagos (Nigeria) and Mumbai (India) from 1981 to 2023, extracted from CHIRPS v2.0 and ERA5-Land via Google Earth Engine. The data were processed for urban hydroclimatic extreme analysis, including derivation of ETCCDI indices (e.g., CDD, CWD, RX1day, TXx, TNn), seasonal aggregations, and trend detection using Mann-Kendall and Sen’s slope methods. The files include raw and cleaned CSV data along with R scripts used for preprocessing, analysis, and visualization. This dataset supports the research article: Asymmetric Climate Extremes in Coastal Megacities: Diverging Hydroclimatic Risks for Mumbai and Lagos in a Warming World (1981–2023).