Abstract Previous studies have demonstrated that while the Southern Annular Mode (SAM) is an intrinsic feature of the atmosphere, it projects strongly onto the ocean and sea ice properties and circulation. This study investigates the extent of “back interaction” whereby these oceanic SAM anomalies feed back to the atmosphere. A comparison between atmosphere-only and full coupled climate models demonstrates that air–sea interactions in the coupled system act to increase the persistence of the SAM in the atmosphere. To identify the nature of feedback from the ocean to the atmosphere, ensemble experiments are carried out in both atmosphere-only and full coupled models whereby a continuous SAM-like sea surface temperature (SST) anomaly is imposed. Both coupled and uncoupled experiments show a direct thermal response that affects the lower-tropospheric temperature and surface meridional winds. An indirect upper troposphere–wide response is also seen whose characteristics are sensitive to the coupling. For the uncoupled experiment a negative-phase SAM SST perturbation produces an indirect atmospheric response that projects strongly onto the SAM. A positive-phase anomaly, however, shows little robust response away from the local heating at the surface. The coupled experiments, however, do show linearity with respect to the sign of the anomaly. However, the response is considerably weaker than the uncoupled case and the projection of the response onto the SAM mode is poorer. Nonetheless the authors find a clear persistence of the SAM at interseasonal time scales that relies on air–sea coupling and cannot be reproduced in unforced atmosphere-only experiments. This demonstrates that the ocean plays a role in modulating the Southern Annular Mode at these time scales.