Map from Google - Canary_Islands

The Canary Islands enjoy a remarkably mild climate, being located on the Atlantic Ocean, just north of the Tropic, a short distance from the coast of Morocco and Western Sahara, in a stretch of sea where a cool current flows; they are also subject to the trade winds, which blow constantly from the north east. The Canary Islands belong to Spain; there are seven major islands (Tenerife, Fuerteventura, Gran Canaria, Lanzarote, La Palma, La Gomera, El Hierro).

Along the coasts, the average temperatures in January and February are about 17/18 °C (63/64 °F), with lows around 15 °C (59 °F) and highs around 20/21 °C (68/70 °F), while those of July, August and September are about 23/24 °C (73/75 °F), with lows around 20/21 °C (68/70 °F) and highs around 26/27 °C (79/81 °F).
The following temperatures, the averages of Las Palmas de Gran Canaria, give us a good indication of all the coasts of the Canary Islands.
Average temperatures - Las Palmas
Las PalmasJanFebMarAprMayJunJulAugSepOctNovDec
Min (°C)151515161719202121201816
Max (°C)212122222325272727262422
Min (°F)595959616366687070686461
Max (°F)707072727377818181797572

The fluctuations are small: the temperatures deviate little from these average values: the minimum winter temperatures in the lowlands almost never drop below 10 °C (50 °F), while the highest temperatures are about 37/38 °C (99/100 °F), and even 40 °C (104 °F) in Santa Cruz, and are recorded when a hot but dry wind blows from the Sahara desert. In these situations of intense heat (called Calima), which are usually brief and are more frequent in July and August, in the easternmost islands the air can be filled with dust and sand, while in the western islands, an unusual and annoying calm dominates: during these periods it is not recommended to go trekking and hiking, because on the hills (called medianías) the African heat is even more intense than on the coast. Apart from some rare rainy and windy periods in late autumn and winter, those of Calima are the only unpleasant moments of this climate which is for the rest so favorable.
Although they have in general an excellent climate, the Canary Islands are not all equal.
In the islands with inland mountains, such as Tenerife and El Hierro, you can find microclimates depending on slope exposure and altitude, so that areas exposed to the northeast trade winds, which are forced to rise on the slopes (so they cool down and condense into clouds, rain or mists that cause drizzle) are more cool and cloudy, while southern slopes (being in the leeward side) are more dry and sunny. In the airport of San Cristobal de La Laguna (Tenerife North), the average temperature varies from 13 °C (55.5 °F) in January to 21 °C (70 °F) in August, so it's definitely cooler than the warm and sheltered Santa Cruz.
It often happens, to those who are looking for weather data of Tenerife, to find those of La Laguna airport, which is presented as "Tenerife", but being located at 600 metres (2,000 feet) above sea level, its temperatures are considerably cooler than the coastal areas and therefore can be misleading.
Average temperatures - La Laguna
La LagunaJanFebMarAprMayJunJulAugSepOctNovDec
Min (°C)101011111213161616151311
Max (°C)161617181922242525221917
Min (°F)505052525455616161595552
Max (°F)616163646672757777726663

At 2,400 metres (7,900 ft), in the Teide observatory of Izaña, the average temperature goes from 4/5 °C (39/41 °F) in January (with a night minimum around freezing), to 18 °C (64 °F) in July.
Average temperatures - Teide observ.
Teide observ.JanFebMarAprMayJunJulAugSepOctNovDec
Min (°C)112359131410742
Max (°C)78911141823221814118
Min (°F)343436374148555750453936
Max (°F)454648525764737264575246

The volcano Teide, however, is 3,700 metres (12,100 ft) high, so it's the highest peak of Spain and of all the Atlantic Ocean; during winter its top is covered with snow. Other volcanoes, though lower, are also found on the islands of La Palma and Gran Canaria.
The eastern islands of Lanzarote and Fuerteventura, with few hills and windswept, are a paradise for surfers, while they are not particularly appreciated by those who seek, in addition to swimming and sunbathing, some cities and interesting places to visit.
The north-east trade winds, typical of subtropical climates, are the prevailing winds, but they have a diurnal pattern similar to that of sea breezes, so they are most intense during the warmest hours and in the afternoon, and often blow at around 50 kph. The cool and breezy air can make pleasant outdoor activities and sunbathing, but it must be remembered that the tropical sun (we are just north of the Tropic of Cancer) is very strong, and therefore there's some risk of sunburn if you don't take the appropriate precautions. The period when the sun is strongest, runs from late May to late July.

The rainfall pattern in the Canary Islands is typically Mediterranean, with a maximum in winter (but also in November in many areas) and a minimum in summer, with virtually no rain in the warmest months. However, the amount and frequency of rainfall greatly varies depending on the slopes, as well as the altitude, so there are semi-desert areas, usually those facing south and west, but even in the lowlands and the coasts the average rainfall does not exceed 250 millimetres (10 inches) per year, so that the landscape is often arid, and areas with moderate rainfall, similar to that of many Mediterranean islands, typically, the slopes exposed to the east and north, but especially at an altitude between 1,000 and 1,800 metres (3,300 and 5,900 ft).
Here is the average precipitation in Las Palmas de Gran Canaria.
Average precipitation - Las Palmas
Las PalmasJanFebMarAprMayJunJulAugSepOctNovDecYear
Prec. (mm)1824147200010131827133

In the Canaries, the amount of sunshine is high from May to September, while in the other seasons the sunny days are still frequent, but every now and then some weather fronts can pass over the islands, bringing clouds and rains. In the north-facing slopes, however, cloud banks and mists can form.

The temperature of the sea is not very high, due to the same cold current, which makes the climate so mild: in the central islands (Tenerife, Gran Canaria), it ranges from 19 °C (66 °F) in winter and early spring, to 23 °C (73 °F) from August to October, which therefore is the best period for swimming; however, with a little courage you can swim even in winter. The western islands (La Palma, El Hierro), as well as being more sheltered from the Saharan wind, have also a slightly warmer sea, because the cold current flows near Morocco, therefore in the east. For the same reason, in the easternmost islands (Lanzarote, Fuerteventura), the sea is slightly cooler (about one degree Celsius less than in Tenerife).
Here are the average sea temperatures in Tenerife.
Sea temperature - Tenerife
Sea (°C)191919192021222323232220
Sea (°F)666666666870727373737268

When to go

Having a very mild climate, the Canary Islands can be visited throughout the year. However, on late autumn and in winter the temperatures are spring-like, and some cloudy days are be possible, as well as a bit of wind and rain. While northern European tourists often arrive at this time to escape the Nordic winter, finding many sunny and pleasant days, those who want to swim will appreciate more the period from May to mid-October, although the sea is still cool in May, and will warm up gradually in the following months.

What to pack

In winter: light clothes for the day, sweater and jacket for the evening, possibly a raincoat or umbrella. To climb the mountains and in particular Teide, down jacket, hat, gloves, hiking shoes.

In summer: summer clothes, but also a light sweatshirt, a light jacket for the evening and windy afternoons; comfortable shoes for hiking. For Lanzarote and Fuerteventura, a light scarf for the wind and the wind-borne desert sand and dust. To climb the mountains and in particular Teide, hiking shoes, sweatshirt and jacket for higher elevations.