Abstract The African easterly jet (AEJ) is a prominent circulation feature in the tropical atmosphere. It transports mineral dust and affects easterly waves that serve as seeds for hurricanes. Conventional wisdom holds that the AEJ is in thermal wind balance with the positive meridional temperature gradient over North Africa. Here, using reanalysis data, we show that the negative meridional moisture gradient partially counteracts the effect of the temperature gradient on density in that balance, diagnostically accounting for a 30% reduction in the AEJ magnitude. Using CMIP6 data, we further show that this effect of the moisture gradient on the AEJ strengthens under global warming, highlighting the critical role of the moisture distribution in large‐scale circulation. Analysis of the AEJ in CMIP6 models confirms that some models neglect the effect of the moisture gradient on the AEJ, raising questions about the relevance of their projections of climate change in that region.