This paper introduces a newly established coupled atmosphere-ocean-ice system with the regional climate model COSMO-CLM and the ocean-sea-ice model NEMO for the North and Baltic Seas. These two models are linked via the OASIS3 coupler. Experiments with the new coupled system and with the stand-alone COSMO-CLM model forced by ERA-Interim re-analysis data over the period from 1985 to 1994 for the CORDEX Europe domain are carried out. The evaluation results of the coupled system show 2-m temperature biases in the range from -2.5 to 3 K. Simulated 2-m temperatures are generally colder in the coupled than in the uncoupled system, and temperature differences vary by season and space. The coupled model shows an improvement compared with the stand-alone COSMO-CLM in terms of simulating 2-m temperature. The difference in 2-m temperature between the two experiments are explained as downwind cooling by the colder North and Baltic Seas in the coupled system.