​Cloud water interception (CWI) occurs when cloud droplets are blown against the forest canopy, where they are retained on the vegetation surface, forming larger water droplets that drip into the forest floor. CWI was measured from 1 October 1997 to 30 September 1999, on a first‐line tree heath (Erica arborea), at Bica da Cana, Madeira Island. Rainfall was corrected for wind‐loss effect and compared with throughfall and other climatological normals. The CWI depletion rate along a forest stand transect was also analysed during three distinct fog events in 2008. Cloud water was 28 mm day⁻¹, corresponding to 68% of total throughfall and 190% of the gross precipitation. Cloud water correlates directly with monthly normals of fog days and wind speed and correlates inversely with the monthly air temperature normal. CWI has an exponential correlation with monthly relative humidity normal. Cloud water capture depletion along the stand shows a logarithmic decrease. Although a forest stand does not directly relate to a first‐line tree heath, this study shows that CWI is a frequent phenomenon in the Paul da Serra massif. Restoration and protection of high altitude ecosystems in Madeira should be a priority, not only for biodiversity, ecological and economical purposes but also for its role in regional water resources.