Climate change alters the hydrological cycle, which is expected to increase the risk of heavy rainfall events and prolonged droughts. Sparse rainfall data, however, have made it difficult to answer the question of whether robust changes can already be seen in the short observational time period. Here we use a comprehensive statistical tool to quantify changes in record-breaking wet and dry months. The global-mean number of record-wet months has significantly increased over the recent decades and is now nearly 20% higher than would be expected in a stationary climate with no long-term trends. This signal primarily comes from pronounced changes in the northern middle to high latitudes where the occurrence of record-wet months has increased by up to 37% regionally. The tropics have seen opposing trends: More record-wet months in Southeast Asia in contrast to more record-dry months in Africa. These changes are broadly consistent with observed trends in mean rainfall. Plain Language Summary Record-breaking weather events are prominently placed in the media as they are usually associated with severe consequences for the environment and society. Recent examples from 2017 include the record amount of rainfall dumped over Texas by Hurricane Harvey and the unprecedented drought in Cape Town, South Africa. There seems to be an accumulation of such weather extremes over the last decades. However, the question whether this feeling stands up to a statistical verification has been challenging to answer. Here we show that there has been a statistically significant increase in the number of record-wet months in the global-mean. This increase is particularly pronounced in Central/East United States, Northern Europe, and Russia, that is, regions which have experienced extreme rainfall events in the recent past leading to severe floods. In contrast, Central Africa has seen an increased occurrence of record-dry months indicating that between 1980 and 2013 roughly one third of all dry-records would not have happened without long-term changes in the climate.