This paper aims to study wet–cold compound events (WCCEs) in Greece for the wet and cold season November–April since these events may affect directly human activities for short or longer periods, as no similar research has been conducted for the country studying the past and future development of these compound events. WCCEs are divided into two different daily compound events, maximum temperature– (TX) accumulated precipitation (RR) and minimum temperature– (TN) accumulated precipitation (RR), using fixed thresholds (RR over 20 mm d−1 and temperature under 0 ∘C). Observational data from the Hellenic National Meteorology Service (HNMS) and simulation data from reanalysis and EURO-CORDEX models were used in the study for the historical period 1980–2004. The ensemble mean of the simulation datasets from projection models was employed for the near future period (2025–2049) to study the impact of climate change on the occurrence of WCCEs under the Representative Concentration Pathways (RCPs) 4.5 and 8.5 scenarios. Following data processing and validation of the models, the potential changes in the distribution of WCCEs in the future were investigated based on the projected and historical simulations. WCCEs determined by fixed thresholds were mostly found over high altitudes with TN–RR events exhibiting a future tendency to reduce particularly under the RCP 8.5 scenario and TX–RR exhibiting similar reduction of probabilities for both scenarios.