This paper investigates and quantifies co-variability between large-scale convection in the South American and Southern African sectors at different timescales (interannual, intraseasonal and synoptic), during the austral summer seasons (November–February) from 1979 to 2012. Multivariate analyses (Canonical Correlation Analysis and Principal Component Analysis) are applied to daily outgoing longwave radiation (OLR, used as a proxy for atmospheric convection) anomalies to extract the principal modes of variability and co-variability in each and between both regions, filtered to consider the appropriate time-scales. At the interannual timescale, results confirm the predominant role of El Niño Southern Oscillation (ENSO), favoring enhanced convection over both southeastern Brazil and northern Argentina on the one hand, and tropical Africa and the western Indian Ocean on the other hand. At the intraseasonal timescale, the leading mode of co-variability is related to modulations of large-scale atmospheric convection over most of South America, and 10 days later, tropical Southern Africa. This mode accounts for the impacts of the Madden–Julian-oscillation (MJO) over these regions: identifying robust co-variability at the intraseasonal timescale between both regions require thus to consider a temporal shift between the two sectors. At the synoptic scale, however, co-variability consists mostly of a synchronous modulation of the large-scale atmospheric convection over the South American and Southern African sectors. This results from the development of concomitant Rossby waves forming a continuous wave train over the South Atlantic in the mid-latitudes, affecting both the South Atlantic and South Indian Convergence Zones. Among the days when convection shows significant anomalies (30 % of the total days in each sector), this synchronous mode occurs about 25 % of the time, individual Rossby waves modulating convection over one single region only during the remaining 75 % events. Another mode of co-variability, involving a single Rossby wave modulating the convection first over the Americas, and 4 days later over Africa, appears as sensibly weaker than the synchronous mode, suggesting that the “wave train” mode occurs more frequently than the development and propagation of a single wave that could affect both regions.