The coastal areas of the North-Western Mediterranean Sea are one of the most challenging places for ocean forecasting. This region is exposed to severe storms events that are of short duration. During these events, significant air-sea interactions, strong winds and large sea-state can have catastrophic consequences in the coastal areas. To investigate these air-sea interactions and the oceanic response to such events, we implemented the Coupled Ocean-Atmosphere-Wave-Sediment Transport Modeling System simulating a severe storm in the Mediterranean Sea that occurred in May 2010. During this event, wind speed reached up to 25 m.s-1 inducing significant sea surface cooling (up to 2°C) over the Gulf of Lion (GoL) and along the storm track, and generating surface waves with a significant height of 6 m. It is shown that the event, associated with a cyclogenesis between the Balearic Islands and the GoL, is relatively well reproduced by the coupled system. A surface heat budget analysis showed that ocean vertical mixing was a major contributor to the cooling tendency along the storm track and in the GoL where turbulent heat fluxes also played an important role. Sensitivity experiments on the ocean-atmosphere coupling suggested that the coupled system is sensitive to the momentum flux parameterization as well as air-sea and air-wave coupling. Comparisons with available atmospheric and oceanic observations showed that the use of the fully coupled system provides the most skillful simulation, illustrating the benefit of using a fully coupled ocean-atmosphere-wave model for the assessment of these storm events.