The characteristics of the vertical and temporal structure of the coastal atmospheric boundary layer are variable for different sites and are often not well known. Continuous monitoring of the atmospheric boundary layer was carried out close to the Tyrrhenian Sea, near Tarquinia (Italy), in 2015–2017. A ground-based remote sensing instrument (triaxial Doppler sodar) and in situ sensors (meteorological station, ultrasonic anemometer/thermometer, and net radiometer) were used to measure vertical wind velocity profiles, the thermal structure of the atmosphere, the height of the turbulent layer, turbulent heat and momentum fluxes in the surface layer, atmospheric radiation, and precipitation. Diurnal alternation of the atmospheric stability types governed by the solar cycle coupled with local sea/land breeze circulation processes is found to be variable and is classified into several main regimes. Low-level jets (LLJ) at heights of 100–300 m above the surface with maximum wind speed in the range of 5–18 m s−1 occur in land breezes, both during the night and early in the morning. Empirical relationships between the LLJ core wind speed characteristics and those near the surface are obtained. Two separated turbulent sub-layers, both below and above the LLJ core, are often observed, with the upper layer extending up to 400–600 m. Kelvin–Helmholtz billows associated with internal gravity–shear waves occurring in these layers present opposite slopes, in correspondence with the sign of vertical wind speed gradients. Our observational results provide a basis for the further development of theoretical and modelling approaches, taking into account the wave processes occurring in the atmospheric boundary layer at the land–sea interface.