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Abstract Cold winters over Eurasia often coincide with warm winters in the Arctic, which has become known as the “warm Arctic–cold Eurasia” pattern. The extent to which this observed correlation is indicative of a causal response to sea ice loss is debated. Here, using large multimodel ensembles of coordinated experiments, we find that the Eurasian temperature response to Arctic sea ice loss is weak compared to internal variability and is not robust across climate models. We show that Eurasian cooling is driven by tropospheric and stratospheric circulation changes in response to sea ice loss but is counteracted by tropospheric thermodynamical warming, as the local warming induced by sea ice loss spreads into the midlatitudes by eddy advection. Although opposing effects of thermodynamical warming and dynamical cooling are found robustly across different models or different sea ice perturbations, their net effect varies in sign and magnitude across the models, resulting in diverse model temperature responses over Eurasia. The contributions from both tropospheric dynamics and thermodynamics show substantial intermodel spread. Although some of this spread in the Eurasian winter temperature response to sea ice loss may stem from model uncertainty, even with several hundred ensemble members, it is challenging to isolate model differences in the forced response from internal variability.