This study investigates changes in the wind regime over the Caspian region and their impact on sea level fluctuations, utilizing MERRA-2 reanalysis data spanning the period 1980–2023. The analysis revealed no statistically significant variation in average wind speed between the phase of sea level decline (2005–2022) and the preceding phase of sea level rise (1984–2004). However, more detailed examination of specific wind parameters indicated notable shifts: the speed of resultant winds increased by 10.3%, accompanied by a 9.5° change in predominant wind direction, as derived from eastward and northward wind vector components. Furthermore, comparison of resultant wind characteristics with key climatic indices—specifically the Southern Oscillation Index (SOI) and the North Atlantic Oscillation (NAO)—demonstrated a moderate relationship between wind regime variability and sea level dynamics, including interannual fluctuations. These findings underscore that sea level changes in the Caspian Sea are closely linked to climate variability, mediated in part through alterations in regional wind patterns.