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A fully coupled regional climate system model (CNRM-RCSM4) has been used over the Mediterranean region to investigate the direct and semi-direct effects of aerosols, but also their role in the radiation-atmosphere-ocean interactions through multi-annual ensemble simulations (2003-2009) with and without aerosols and ocean-atmosphere coupling. Aerosols have been taken into account in CNRM-RCSM4 through realistic interannual monthly AOD climatologies. An evaluation of the model has been achieved, against various observations for meteorological parameters, and has shown the ability of CNRM-RCSM4 to reproduce the main patterns of the Mediterranean climate despite some biases in sea surface temperature (SST), radiation and cloud cover. The results concerning the aerosol radiative effects show a negative surface forcing on average because of the absorption and scattering of the incident radiation. The SW surface direct effect is on average -20.9 Wm(-2) over the Mediterranean Sea, -14.7 Wm(-2) over Europe and -19.7 Wm(-2) over northern Africa. The LW surface direct effect is weaker as only dust aerosols contribute (+4.8 Wm(-2) over northern Africa). This direct effect is partly counterbalanced by a positive semi-direct radiative effect over the Mediterranean Sea (+5.7 Wm(-2) on average) and Europe (+5.0 Wm(-2)) due to changes in cloud cover and atmospheric circulation. The total aerosol effect is consequently negative at the surface and responsible for a decrease in land (on average -0.4 A degrees C over Europe, and -0.5 A degrees C over northern Africa) and sea surface temperature (on average -0.5 A degrees C for the Mediterranean SST). In addition, the latent heat loss is shown to be weaker (-11.0 Wm(-2)) in the presence of aerosols, resulting in a decrease in specific humidity in the lower troposphere, and a reduction in cloud cover and precipitation. Simulations also indicate that dust aerosols warm the troposphere by absorbing solar radiation, and prevent radiation from reaching the surface, thus stabilizing the troposphere. The comparison with the model response in atmosphere-only simulations shows that these feedbacks are attenuated if SST cannot be modified by aerosols, highlighting the importance of using coupled regional models over the Mediterranean. Oceanic convection is also strengthened by aerosols, which tends to reinforce the Mediterranean thermohaline circulation. In parallel, two case studies are presented to illustrate positive feedbacks between dust aerosols and regional climate. First, the eastern Mediterranean was subject to high dust aerosol loads in June 2007 which reduce land and sea surface temperature, as well as air-sea humidity fluxes. Because of northern wind over the eastern Mediterranean, drier and cooler air has been consequently advected from the sea to the African continent, reinforcing the direct dust effect over land. On the contrary, during the western European heat wave in June 2006, dust aerosols have contributed to reinforcing an important ridge responsible for dry and warm air advection over western Europe, and thus to increasing lower troposphere (+0.8 A degrees C) and surface temperature (+0.5 A degrees C), namely about 15 % of this heat wave.