This paper is a discussion of the hypothesis of weak coupling in statistical energy analysis (SEA). The examples of coupled oscillators and statistical ensembles of coupled plates excited by broadband random forces are discussed. In each case, a reference calculation is compared with the SEA calculation. First, it is shown that the main SEA relation, the coupling power proportionality, is always valid for two oscillators irrespective of the coupling strength. But the case of three subsystems, consisting of oscillators or ensembles of plates, indicates that the coupling power proportionality fails when the coupling is strong. Strong coupling leads to non-zero indirect coupling loss factors and, sometimes, even to a reversal of the energy flow direction from low to high vibrational temperature.