The evolution of tropical cyclone activity under climate change remains a crucial scientific issue. Physical theory of cyclogenesis is limited, observational datasets suffer from heterogeneities in space and time, and state-of-the-art climate models used for future projections are still too coarse (~100 km of resolution) to simulate realistic systems. Two approaches can nevertheless be considered: 1) perform dedicated high-resolution (typically <50 km) experiments in which tropical cyclones can be tracked and 2) assess cyclone activity from existing low-resolution multimodel climate projections using large-scale indices as proxies. Here we explore these two approaches with a particular focus on the southern Indian Ocean. We first compute high-resolution experiments using the rotated-stretched configuration of our climate model (CNRM-CM6-1), which is able to simulate realistic tropical cyclones. In a 2-K warmer world, the model projects a 20% decrease in the frequency of tropical cyclones, together with an increase in their maximum lifetime intensity, a slight poleward shift of their trajectories, and a substantial delay (about 1 month) in the cyclone season onset. Large-scale indices applied to these high-resolution experiments fail to capture the overall decrease in cyclone frequency, but are able to partially represent projected changes in the spatiotemporal distribution of cyclone activity. Last, we apply large-scale indices to multimodel CMIP5 projections and find that the seasonal redistribution of cyclone activity is consistent across models.