Precipitation and temperature are among major climatic variables that are used to characterize extreme weather events, which can have profound impacts on ecosystems and society. Accurate simulation of these variables at the local scale is essential to adapt urban systems and policies to future climatic changes. However, accurate simulation of these climatic variables is difficult due to possible interdependence and feedbacks among them. In this paper, the concept of copulas was used to model seasonal interdependence between precipitation and temperature. Five copula functions were fitted to grid (approximately 10 km × 10 km) climate data from 1960 to 2013 in southern Ontario, Canada. Theoretical and empirical copulas were then compared with each other to select the most appropriate copula family for this region. Results showed that, of the tested copulas, none of them consistently performed the best over the entire region during all seasons. However, Gumbel copula was the best performer during the winter season, and Clayton performed best in the summer. More variability in terms of best copula was found in spring and fall seasons. By examining the likelihoods of concurrent extreme temperature and precipitation periods including wet/cool in the winter and dry/hot in the summer, we found that ignoring the joint distribution and confounding impacts of precipitation and temperature lead to the underestimation of occurrence of probabilities for these two concurrent extreme modes. This underestimation can also lead to incorrect conclusions and flawed decisions in terms of the severity of these extreme events.