AbstractMany efforts have been made by the scientific community to produce gridded datasets with high spatial resolution because they are essential for climate change assessment, impact studies, decision‐making, etc. This study fits into this context and describes the methods used to prepare a 5‐km gridded product of precipitation and minimum and maximum temperatures by merging observed data from meteorological stations, from 1981 to 2016, of Bangladesh, Nepal, and Pakistan with ERA5 reanalysis. The step‐by‐step methods for station data quality control and the development of the 5‐km gridded data are presented. Additionally, we use the 5‐km dataset to show the main climate features of the three countries, which facilitate comparison with other data sources in the literature.