Abstract Stratospheric ozone depletion strongly influences Southern Ocean climate change. Using coupled climate model simulations, we quantify the transient effect of stratospheric ozone depletion on sea surface temperature (SST) over the Southern Ocean from 1982 to 2005. We find that stratospheric ozone depletion intensifies surface zonal winds south of 46°S, which increases northward Ekman transports and promotes cold water advection, resulting in SST cooling there. In addition, meridional SST gradients are enhanced across the Southern Ocean, which, in turn, prompt colder water advection driven by climatological surface winds to exacerbate the SST cooling between 46°S and 60°S. Because of the increase in stratospheric ozone depletion from 1982 to the early 2000s, the sustained Ekman transport induced horizontal cold‐water advection—though partially compensated by changes in surface heat flux and vertical advection below the mixed layer—plays a central role in maintaining Southern Ocean SST cooling and regional Antarctic sea ice expansion.