Terrestrial‐marine dust fluxes, pedogenic carbonate δ13C values, and various paleovegetation proxies suggest that Africa experienced gradual cooling and drying across the Pliocene‐Pleistocene (Plio‐Pleistocene) boundary (2.58 million years ago [Ma]). However, the timing, magnitude, resolution, and relative influences of orbitally‐driven changes in high latitude glaciations and low latitude insolation differ by region and proxy. To disentangle these forcings and investigate equatorial eastern African climate across the Plio‐Pleistocene boundary, we generated a high‐resolution (∼3,000‐year) data set of compound‐specific n‐alkane leaf wax δ2H values—a robust proxy for atmospheric circulation and precipitation amount—from the HSPDP‐BTB13‐1A core, which spans a ∼3.3–2.6 Ma sequence in the Baringo‐Tugen Hills‐Barsemoi Basin of central Kenya. In combination with the physical sedimentology, our data indicate that precipitation varied strongly with orbital obliquity, not precession, during the late Pliocene, perhaps imparted by variations in the cross‐equatorial insolation gradient. We also observe a marked shift toward wetter conditions beginning ∼3 Ma that corresponds with global cooling, drying in western Australia, and a steepening of the west‐east zonal Indian Ocean (IO) sea surface temperature (SST) gradient. We propose that northward migration of the Subtropical Front reduced Agulhas current leakage, warming the western IO and causing changes in the IO zonal SST gradient at 3 Ma, a process that has been observed in the latest Pleistocene‐Holocene but not over longer timescales. Thus, the late Cenozoic moisture history of eastern Africa is driven by a complex mixture of low‐latitude insolation, the IO SST gradient, and teleconnections to distal high‐latitude cooling.