Abstract The Madden‐Julian Oscillation (MJO) is a dominant intraseasonal oscillation in the tropics. As MJOs propagate over the Indian Ocean, some of them can be penetrated by fast‐moving equatorial Kelvin waves originating to the west of the MJOs. Through a series of sensitivity experiments, we demonstrate that these penetrating Kelvin waves can modulate the eastward propagation speed of MJO rainfall. Deep convection in the western MJO rainfall envelope initiates more frequently and produces greater lifetime rainfall when a convectively active Kelvin phase is present, while the opposite occurs during a convectively suppressed Kelvin phase. This alteration in deep convection activity can lead to notable changes in the propagation of the large‐scale MJO rainfall envelope. The modulation of deep convection lifetime rainfall by penetrating Kelvin waves primarily occurs through their impact on deep convection rainfall area, which is closely related to the variations in lower‐tropospheric moisture induced by the Kelvin waves.