Large malaria epidemics in the East African highlands during the mid and late 1990s kindled a stream of research on the role that global warming might have on malaria transmission. Most of the inferences using temporal information have been derived from a malaria incidence time series from Kericho. Here, we report a detailed analysis of 5 monthly time series, between 15 and 41 years long, from West Kenya encompassing an altitudinal gradient along Lake Victoria basin. We found decreasing, but heterogeneous, malaria trends since the late 1980s at low altitudes (<1600 m), and the early 2000s at high altitudes (>1600 m). Regime shifts were present in 3 of the series and were synchronous in the 2 time series from high altitudes. At low altitude, regime shifts were associated with a shift from increasing to decreasing malaria transmission, as well as a decrease in variability. At higher altitudes, regime shifts reflected an increase in malaria transmission variability. The heterogeneity in malaria trends probably reflects the multitude of factors that can drive malaria transmission and highlights the need for both spatially and temporally fine-grained data to make sound inferences about the impacts of climate change and control/elimination interventions on malaria transmission.