The Mediterranean Sea is an important source of heat and moisture for heavy precipitation events (HPEs). Moreover, the ocean mixed layer (OML) evolves rapidly under such intense events. Whereas short‐term numerical weather prediction systems generally use low‐resolution non‐evolving sea surface temperature (SST), the development of high‐resolution high‐frequency coupled system allows us to fully take into account the fine‐scale interactions between the low‐level atmosphere and the OML which occur during HPEs.The aim of this study is to investigate the impact of fine‐scale air–sea interactions and coupled processes involved during the HPEs which occurred during 12–15 October 2012 (IOP13) and 26–28 October 2012 (IOP16a/b) of the HyMeX first field campaign. For that purpose, the high‐resolution coupled system AROME‐NEMO WMED was developed. This system is based on the 2.5 km‐resolution non‐hydrostatic convection‐permitting atmospheric model AROME‐WMED and the 1/36°‐resolution NEMO‐WMED36 ocean model. The coupling frequency is 1 h. To distinguish the effects due to the change in the initial SST field from that due to the interactive 3D ocean, the coupled run is compared to two AROME‐WMED atmosphere‐only experiments with no SST evolution during the 48 h forecast cycles—one using the AROME‐WMED SST analysis, the second using the SST field of the coupled experiment each day at 0000 UTC. The results of the three experiments re‐assert that the SST initial condition strongly influences the HPE forecast, in terms of intensity and location. With water budget analyses, the significant impact of the ocean interactive evolution on the surface evaporation water supply for HPEs is also highlighted. In cases of strong and intense air–sea exchanges, as in the mistral event of IOP16b, the coupling reproduces the intense and rapid surface cooling and demonstrates the importance of representing the ocean turbulent mixing with entrainment at the OML base.