This study investigates the long-term variability of surface air temperature (SAT) over the Arabian Peninsula (AP), using data from the Climate Research Unit (TS 3.22) for the 1960–2010 period. The long-term climatology suggests that the warmest AP mean temperatures occur during summer, with the highest temperatures over the northern AP (NAP), due to the monsoon–desert mechanism. During winter, the NAP exhibits low SATs under the influence of western disturbances originating from the Mediterranean. The southwestern AP exhibits the lowest temperatures because of its proximity to the Arabian Sea cold waters, and also because of the orographic effects. The inter-annual variability of the SAT is stronger during winters. A linear trend analysis reveals a significant increase in the SAT anomaly (0.10 °C/decade) across the AP, consistently with the global temperature anomalies. Besides the local convective heating, summer SAT variability is associated with the weakening of the Asian jet stream and a Rossby wave train from the Indian Ocean. This variability is also influenced by the anomalous low pressure over the North Atlantic and the Sahara, a high-pressure system over Siberia and the northwest Pacific. Both in spring and autumn, sea surface temperature (SST) variations over the Indo-western Pacific are highly influenced the AP SATs, whereas winter SATs are modulated by the subtropical jet stream and the Middle East jet stream. In all seasons, the AP SAT is strongly influenced by the SST variations over the tropical oceans. The temperature variability is closely associated with the El Niño–Southern Oscillation (ENSO), North Atlantic Oscillation (NAO) and Arctic Oscillation (AO). The warm phase of ENSO (i.e., El Niño) is one possible reason behind the inter-annual increase in SAT over the southern AP. The negative phases of NAO and AO also play a role in increasing AP SAT.