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In terms of climate change and precipitation, there is large interest in how large-scale climatic features affect regional rainfall amount and rainfall occurrence. Large-scale climate elements need to be downscaled to the regional level for hydrologic applications. Here, a new Nonhomogeneous Hidden Markov Model (NHMM) called the Bayesian-NHMM is presented for downscaling and predicting of multisite daily rainfall during rainy season over the Huaihe River Basin (HRB). The Bayesian-NHMM provides a Bayesian method for parameters estimation. The model avoids the risk to have no solutions for parameter estimation, which often occurs in the traditional NHMM that uses point estimates of parameters. The Bayesian-NHMM accurately captures seasonality and interannual variability of rainfall amount and wet days during the rainy season. The model establishes a link between large-scale meteorological characteristics and local precipitation patterns. It also provides a more stable and efficient method to estimate parameters in the model. These results suggest that prediction of daily precipitation could be improved by the suggested new Bayesian-NHMM method, which can be helpful for water resources management and research on climate change.