Map from Google - Bahrain

The climate of the small archipelago of Bahrain is desert, mild in winter and very hot in summer.
Basically there are two main seasons: a cooler season from December to mid-March, and a hot season from April to October, within which we can distinguish a very hot period from June to September.
Due to the influence of sea, the temperature range between night and day is low, and the humidity is high, except when the winds blow from the interior of Arabia.
In winter, from December to mid-March, temperatures are pleasant, especially in December and March, when lows are around 16/18 °C (61/64 °F) and highs around 22/25 °C (72/76 °F). The sun often shines, and the rains are scarce and sporadic. At times there can be even warm days, with peaks around 30 °C (86 °F), when the wind blows from the south, but in these months this wind is rare.
In mid-winter, in January and February, temperatures are a bit lower, around 20/21 °C (68/70 °F) during the day; sometimes, cold air masses from the north can bring some cool and windy days, in which the daytime temperature can drop to around 15 °C (59 °F), and that of the night to around 10 °C (50 °F).
Summer in Bahrain is very hot and sunny, with highs around 36/38 °C (98/100 °F) from June to September, but they can easily reach 40 °C (104 °F); lows are around 29/31 °C (84/88 °F) from June to September, and the humidity from the Persian Gulf makes the heat unbearable. However, hotels, offices and restaurants are equipped with air conditioning.
Here are the average temperatures of the capital Manama.
Average temperatures - Manama
ManamaJanFebMarAprMayJunJulAugSepOctNovDec
ManamaJFMAMJJASOND
Min (°C)141518222629303129262116
Max (°C)202125293436383837332822
Min (°F)575964727984868884797061
Max (°F)68707784939710010099918272

The prevailing wind in Bahrain is the Shamal, which is moist and blows from the north-west, more frequently in the summer months. Another wind, hot and dry, the Qaws, can blow throughout the year, but preferably in spring; it blows from the south and it's able to raise the temperature to about 30 °C (86 °F) in winter and to about 40 °C (104 °F) and above from April to October, while drastically lowering relative humidity; it is also able to raise dust and sand storms.
As mentioned, the climate in Bahrain is desert, in fact just 70 millimetres (2.8 inches) of rain per year fall; most of the rains occur in the winter months, however, they are irregular, and occasionally in winter there can be some intense rainfalls, which, being concentrated in a few hours, can cause flash floods.
Here is the average precipitation.
Average precipitation - Manama
ManamaJanFebMarAprMayJunJulAugSepOctNovDecYear
ManamaJFMAMJJASONDY
Prec. (mm)1516141010000141171
Prec.(in)0.60.60.60.40000000.20.42.8
Days22210000001210

Unlike other Arab states of the Persian Gulf, in Bahrain there are ancient springs of fresh water, though nowadays even here more than half of the fresh water consumed is obtained by seawater desalination.

Bahrain

The sea in Bahrain is definitely warm in summer, since it exceeds 30 °C (86 °F) for a few months (in fact in this season the Persian Gulf is the warmest sea in the world), while it is cool only from January to March, when it drops to 20/21 °C (68/70 °F).
Sea temperature - Manama
ManamaJanFebMarAprMayJunJulAugSepOctNovDec
ManamaJFMAMJJASOND
Sea (°C)212020232730323333312724
Sea (°F)706868738186909191888175

When to go

The best time to visit Bahrain goes from mid-November to mid-March, so you can avoid the summer heat. Between December and February, the weather is generally mild and pleasant, but you must put into account some cool days, especially in January and February, a bit of cold at night, and even some rain. In November, the weather is still hot but not excessively so, in fact highs are around 28 °C (82 °F), while in March they are around 25 °C (76 °F).

What to pack

In winter: light clothes for the day, sweater and jacket for the evening and for cool days, scarf for the wind.
In summer: lightweight clothes, loose-fitting and made of natural fabric (cotton or linen), desert turban, sweatshirt and scarf for air-conditioned places. For the reef, equipment for snorkeling, water shoes or rubber soled shoes. For women, it is best to avoid shorts and miniskirts outside tourist resorts.