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The evolution of precipitation is a key question concerning future climatic changes, especially in regions like the Mediterranean area which are currently prone to droughts. The influence of atmospheric circulation changes (in the mid-latitude westerlies or in the strength of the subtropical subsidence), along with changes in local mechanisms generating precipitation (such as convection) make it difficult to predict precipitation changes confidently over this area. Understanding its governing mechanisms is crucial. A possible approach is to test our understanding on different documented past climatic contexts. This paper focuses on the Last Glacial Maximum period (LGM) over the western Mediterranean region and puts in perspective the available information inferred from paleo-climatic records and the outputs of nine global climate models. We first review the available information on LGM precipitation in this region and find that the environmental conditions prevailing at this period range from humid to semi-arid, depending on the proxies. Model outputs from the PMIP3-CMIP5 database also yield a wide range of mean annual responses in this area, from wetter to drier conditions with respect to the pre-industrial period. This variety of responses allows to investigate the mechanisms governing LGM precipitation in the western Mediterranean area. Over the Iberian Peninsula and northern Morocco, most models simulate a larger amount of LGM precipitation in winter w.r.t. the pre-industrial period. This feature is mainly due to the large-scale effect of the southward shift of the North Atlantic jet stream, which is closely associated with the surface air temperature changes over the northwestern North Atlantic. In summer, precipitation changes mainly result from convection and are correlated to local surface air temperature anomalies, highlighting the key role of local processes. These contrasted changes in winter and summer, linked to different mechanisms, could explain the range of various signals derived from paleo-climatic archives, especially if the climatic indicators are sensitive to seasonal precipitation.