At the end of June 2020, an explosive extratropical cyclone was responsible for an environment in which a squall line developed and caused life and economic losses in Santa Catarina state, southern Brazil. The aims of this case study are the following: (a) to describe the drivers of the cyclogenesis; (b) to investigate through numerical simulations the contribution of sea–air interaction to the development of the cyclone as an explosive system; and (c) to present the physical properties of the clouds associated with the squall line. The cyclogenesis started at 1200 UTC on 30 June 2020 on the border of southern Brazil and Uruguay, having a trough at middle-upper levels as a forcing, which is a common driver of cyclogenesis in the studied region. In addition, the cyclone’s lifecycle followed Bjerknes and Solberg’s conceptual model of cyclone development. A special feature of this cyclone was its fast deepening, reaching the explosive status 12 h after its genesis. A comparison between numerical experiments with sensible and latent turbulent heat fluxes switched on and off showed that the sea–air interaction (turbulent heat fluxes) contributed to the cyclone’s deepening leading it to the explosive status. The cold front, which is a component of the cyclone, favored the development of a pre-frontal squall line, responsible for the rough weather conditions in Santa Catarina state. While satellite images do not clearly show the squall line located ahead of the cold front in the cyclone wave due to their coarse resolution, radar reflectivity data represent the propagation of the squall line over southern Brazil. On 30 June 2020, the clouds in the squall line had more than 10 km of vertical extension and a reflectivity higher than 40 dBZ in some parts of the storm; this is an indicator of hail and, consequently, is a required condition for storm electrification. In fact, electrical activity was registered on this day.