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The peculiarities of the long-term change of the annual and monthly average air temperatures until 2017 in five cities of the coastal area of the Central Baltic region—Stockholm, Tallinn, Riga, Helsinki, and Saint Petersburg—were studied. The anomalies of the annual and monthly average air temperatures in relation to the average characteristics 1961⁻1990 were analyzed. The trends in the air temperature changes during 1980⁻2017, which come to 0.5 °C per ten years, have been found in the cities of the Central Baltic coastal area. The average air temperature in the Central Baltic cities has grown faster than the global and northern hemisphere. For the longer period of 1850⁻2017, the average annual rise of air temperature was within the range of 0.1 °C per ten years. The rise in temperature in different months is different, and the rise of the of the average temperature in the summer period has not occurred (at a significance level of 0.05). With the analysis of the frequency distributions of the average annual air temperatures and Welch’s t-test, it is demonstrated that the air temperature (at a significance level of 0.05) has risen in all the months only in Saint Petersburg during 1901⁻2017 in comparison to the 19th century. There has been no reliable rise of the air temperature during the century in February and from June to September in Riga, from June to October in Helsinki, from June to September in Stockholm, and in August and September in Tallinn. It was found that the average air temperature trends have a certain annual course. The air temperature has risen most in March and April, reaching 0.09 °C (Stockholm, Tallinn) up to 0.23 °C (Saint Petersburg) per ten years. From June to September, the rise of air temperature is considerably lower, remaining below 0.04 °C per ten years. The changes in air temperature are small during the summer and mid-winter; the air temperature has significantly risen in autumn and spring.