The Sahel experienced a severe drought during the 1970s and 1980s after wet periods in the 1950s and 1960s. Although rainfall partially recovered since the 1990s, the drought had devastating impacts on society. Most studies agree that this dry period resulted primarily from remote effects of sea surface temperature (SST) anomalies amplified by local land surface-atmosphere interactions. This paper reviews advances made during the last decade to better understand the impact of global SST variability on West African rainfall at interannual to decadal time scales. At interannual time scales, a warming of the equatorial Atlantic and Pacific/Indian Oceans results in rainfall reduction over the Sahel, and positive SST anomalies over the Mediterranean Sea tend to be associated with increased rainfall. At decadal time scales, warming over the tropics leads to drought over the Sahel, whereas warming over the North Atlantic promotes increased rainfall. Prediction systems have evolved from seasonal to decadal forecasting. The agreement among future projections has improved from CMIP3 to CMIP5, with a general tendency for slightly wetter conditions over the central part of the Sahel, drier conditions over the western part, and a delay in the monsoon onset. The role of the Indian Ocean, the stationarity of teleconnections, the determination of the leader ocean basin in driving decadal variability, the anthropogenic role, the reduction of the model rainfall spread, and the improvement of some model components are among the most important remaining questions that continue to be the focus of current international projects.