We present results from a joint XMM–Newton/NuSTAR monitoring of the Seyfert 1 NGC 4593, consisting of 5 × 20 ks simultaneous observations spaced by 2 d, performed in 2015 January. The source is variable, both in flux and spectral shape, on time-scales down to a few ks and with a clear softer-when-brighter behaviour. In agreement with past observations, we find the presence of a warm absorber well described by a two-phase ionized outflow. The source exhibits a cold, narrow and constant Fe Kα line at 6.4 keV, and a broad component is also detected. The broad-band (0.3–79 keV) spectrum is well described by a primary power law with Γ ≃ 1.6–1.8 and an exponential cut-off varying from $90^{+ 40}_{- 20}$ to >700 keV, two distinct reflection components, and a variable soft excess correlated with the primary power law. This campaign shows that probing the variability of Seyfert 1 galaxies on different time-scales is of prime importance to investigate the high-energy emission of active galactic nuclei.