A modelling case study based on observations from the Dynamics of the Madden‐Julian Oscillation field campaign is presented and discussed. It aims at investigating the ocean‐atmosphere coupling and the marine atmospheric boundary layer structure over an oceanic diurnal warm layer. This case corresponds to the development of a diurnal warm layer characterized by a sea surface temperature diurnal cycle of _ 2°C. A 1‐D oceanic model with high vertical resolution is used to investigate the mechanisms responsible for the establishment and decay of the diurnal warm layer highlighting competing impact of the absorption of the solar radiation, the turbulent transport and the surface heat loss. An atmospheric large‐eddy simulation coupled to the 1‐D oceanic model is then presented and extensively evaluated against the numerous observations available for this case. The simulation is able to reproduce the surface fluxes and the main boundary layer structures. This study thus provides a case to investigate the ability of parametrizations to handle the ocean‐atmosphere coupling and its impact on the atmospheric boundary layer.