Abstract Understanding air‐sea interaction is crucial for our ability to predict future states of the climate system, and for decision‐making. However, the representation of air‐sea interactions in climate models is limited by structural errors. Coarse‐resolution climate models do not resolve small‐scale structures at the air‐sea state, which, due to nonlinearities in the coupling bulk formulas, can impact the large‐scale air‐sea exchange—a mechanism that has received little attention in the literature. Since observations at the temporal and spatial coverage needed to study this problem do not yet exist, we quantify the impact of this small‐scale heterogeneity on the large‐scale air‐sea heat flux by analyzing 1/10° coupled simulations. This effect systematically cools the ocean by about 4 W/m2 ${\text{W/m}}^{2}$ globally, with regional impacts reaching up to 100 W/m2 ${\text{W/m}}^{2}$. Key contributors are atmospheric wind and oceanic temperature heterogeneity, with the former causing widespread cooling and the latter introducing more spatially variable effects.