Atmospheric convectively coupled equatorial Kelvin waves (CCKWs) are a major tropical weather feature strongly influenced by ocean–atmosphere interactions. However, prediction of the development and propagation of CCKWs remains a challenge for models. The physical processes involved in these interactions are assessed by investigating the oceanic response to the passage of CCKWs across the eastern Indian Ocean and Maritime Continent using the NEMO ocean model analysis with data assimilation. Three‐dimensional life cycles are constructed for “solitary” CCKW events. As a CCKW propagates over the eastern Indian Ocean, the immediate thermodynamic ocean response includes cooling of the ocean surface and subsurface, deepening of the mixed layer depth, and an increase in the mixed layer heat content. Additionally, a dynamical downwelling signal is observed two days after the peak in the CCKW westerly wind burst, which propagates eastward along the Equator and then follows the Sumatra and Java coasts, consistent with a downwelling oceanic Kelvin wave with an average phase speed of 2.3 m s−1. Meridional and vertical structures of zonal velocity anomalies are consistent with this framework. This dynamical feature is consistent across distinct CCKW populations, indicating the importance of CCKWs as a source of oceanic Kelvin waves in the eastern Indian Ocean. The subsurface dynamical response to the CCKWs is identifiable up to 11 days after the forcing. These ocean feedbacks on time scales longer than the CCKW life cycle help elucidate how locally driven processes can rectify onto longer time‐scale processes in the coupled ocean–atmosphere system. We investigate the effects that the passage of a weather system (an atmospheric convectively coupled equatorial Kelvin wave, CCKW) along the Equator has in the eastern Indian Ocean. CCKWs can intensify precipitation and cause extreme weather, such as flooding, over the islands of the Maritime Continent, which include Indonesia and Malaysia. CCKWs affect the ocean and which can then feedback onto the CCKWs. A better understanding of the physical processes connecting the atmosphere and ocean during a CCKW passage is still needed to improve its prediction by models. More accurate CCKW prediction will then help to mitigate some of the consequences of the weather‐related natural disasters in the region. We show that the effects of the passage of the CCKW on the ocean are relatively long‐lived. For example, the increase in the amount of heat available at the ocean surface is maintained for several days after the CCKW has passed. We also show that CCKWs are also capable of triggering dynamic processes in the ocean that can influence precipitation over the islands at a later time. These results show that CCKWs can influence oceanic and weather conditions after their passage and in remote areas, such as coastal regions. Atmospheric convectively coupled equatorial Kelvin waves (CCKWs) in the eastern Indian Ocean produce a coherent surface and subsurface thermodynamic and dynamical ocean responseAs a response to CCKWs, an ocean Kelvin wave propagates along the coasts of Sumatra and Java and lasts up to 11 days beyond the forcingCCKWs lead to a long lived ocean heat content increase through deepening of mixed layer and forcing of downwelling oceanic Kelvin wave Atmospheric convectively coupled equatorial Kelvin waves (CCKWs) in the eastern Indian Ocean produce a coherent surface and subsurface thermodynamic and dynamical ocean response As a response to CCKWs, an ocean Kelvin wave propagates along the coasts of Sumatra and Java and lasts up to 11 days beyond the forcing CCKWs lead to a long lived ocean heat content increase through deepening of mixed layer and forcing of downwelling oceanic Kelvin wave