The mesoscale interaction between sea surface temperature (SST) and wind is a crucial factor influencing oceanic and atmospheric conditions. To investigate the mesoscale coupling characteristics of the Yellow Sea and East China Sea, we applied a locally weighted regression filtering method to extract mesoscale signals from Quik-SCAT wind field data and AMSR-E SST data and found that the mesoscale coupling intensity is stronger in the Yellow Sea during the spring and winter seasons. We calculated the mesoscale coupling coefficient to be approximately 0.009 N·m−2/°C. Subsequently, the Tikhonov regularization method was used to establish a mesoscale empirical coupling model, and the feedback effect of mesoscale coupling on the ocean was studied. The results show that the mesoscale SST–wind field coupling can lead to the enhancement of upwelling in the offshore area of the East China Sea, a decrease in the upper ocean temperature, and an increase in the eddy kinetic energy in the Yellow Sea. Diagnostic analyses suggested that mesoscale coupling-induced variations in horizontal advection and surface heat flux contribute most to the variation in SST. Moreover, the increase in the wind energy input to the eddy is the main factor explaining the increase in the eddy kinetic energy.