A twentieth century-long coupled atmosphere-ocean regional climate simulation with COSMO-CLM (Consortium for Small-Scale Modeling, Climate Limited-area Model) and NEMO (Nucleus for European Modelling of the Ocean) is studied here to evaluate the added value of coupled marginal seas over continental regions. The interactive coupling of the marginal seas, namely the Mediterranean, the North and the Baltic Seas, to the atmosphere in the European region gives a comprehensive modelling system. It is expected to be able to describe the climatological features of this geographically complex area even more precisely than an atmosphere-only climate model. The investigated variables are precipitation and 2 m temperature. Sensitivity studies are used to assess the impact of SST (sea surface temperature) changes over land areas. The different SST values affect the continental precipitation more than the 2 m temperature. The simulated variables are compared to the CRU (Climatic Research Unit) observational data, and also to the HOAPS/GPCC (Hamburg Ocean Atmosphere Parameters and Fluxes from Satellite Data, Global Precipitation Climatology Centre) data. In the coupled simulation, added skill is found primarily during winter over the eastern part of Europe. Our analysis shows that, over this region, the coupled system is dryer than the uncoupled system, both in terms of precipitation and soil moisture, which means a decrease in the bias of the system. Thus, the coupling improves the simulation of precipitation over the eastern part of Europe, due to cooler SST values and in consequence, drier soil.