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Abstract Sea‐level change threatens the U.S. East Coast. Thus, it is important to understand the underlying causes, including ocean dynamics. Most past studies emphasized links between coastal sea level and local atmospheric variability or large‐scale circulation and climate, but possible relationships with local ocean currents over the shelf and slope remain largely unexplored. Here we use 7 years of in situ velocity and sea‐level data to quantify the relationship between northeastern U.S. coastal sea level and variable Shelfbreak Jet transport south of Nantucket Island. At timescales of 1–15 days, southern New England coastal sea level and transport vary in anti‐phase, with magnitude‐squared coherences of ∼0.5 and admittance amplitudes of ∼0.3 m Sv⁻¹. These results are consistent with a dominant geostrophic balance between along‐shelf transport and coastal sea level, corroborating a hypothesis made decades ago that was not tested due to the lack of transport data.