The response of the oceanic surface layer to atmospheric shallow convection is explored using realistic atmospheric large eddy simulations coupled with an oceanic 1D model with high vertical resolution. The effects of cloud shading, rain and enhanced heat loss due to gust fronts on the edge of cold pools and their interactions are investigated on a case study of the Cooperative Indian Ocean Experiment on Intraseasonal Variability /Dynamics of the Madden‐Julian Oscillation experiment in the tropical Indian Ocean, during a suppressed phase of the Madden‐Julian Oscillation. The conditions of low surface wind and strong solar heating result in diurnal warming of the oceanic surface of  2°C over a depth of 1 m. Analysis of specific periods covering the diurnal cycle show contrasting effects of the cloud shading, rain and turbulent heat fluxes under the cold pools on the sea temperature at surface and below. On the one hand, decreasing the solar radiation (cloud shading) results in slight cooling horizontally extended and penetrating down to 1 to 2 m depth, depending on the time of the day. On the other hand, turbulent heat fluxes enhanced up to 300 W m−2 by gusts and freshwater lenses due to rain act together and more locally. They isolate and strongly cool a thin inner layer at the surface, which eventually destabilizes the surface layer and propagates the cooling downward. The exact relative part and efficiency of these processes depend on the time evolution of the thermal stratification and vertical turbulent mixing in the oceanic upper layer. Surface cooling up to −0.5°C may occur in a few tens of minutes and last for several hours, mitigating significantly the effects of the diurnal warming over large extents. This article is protected by copyright. All rights reserved.