In this study， a high-resolution atmosphere-ocean coupled numerical model was constructed based on the WRF model and FVCOM model to investigate a storm surge event induced by a severe cold wave in the Bohai Sea， Yellow Sea and East China Sea during winter 2022. The temporal-spatial evolution characteristics and dynamic mechanism of this event were systematically analyzed. The simulation results showed that in the early stage of the cold wave， under the forcing of strong northerly winds， seawater in the Bohai Sea was transported from the north to the south， leading to significant water level drawdown in Liaodong Bay and Bohai Bay， while Laizhou Bay experienced wind-driven set-up （water level increase） due to coastal blocking； as the cold air progressed southward， seawater masses transported toward the Yellow Sea and East China Sea， and the entire Bohai Sea sequentially entered a set-down（water level drawdown） state. This process induced two distinct water level setup events along the coasts of the Bohai Sea， Yellow Sea and East China Sea. By applying empirical mode decomposition （EMD） to the residual water levels at validation stations along both coasts of the Yellow Sea， it was found that the IMF3 mode clearly captured the physical characteristics of shelf waves propagating southward along the west coast of the Korean Peninsula， crossing the Yellow Sea， and reaching the southern Shandong Peninsula. The findings demonstrated that the first water level setup event was co-driven by local wind stress forcing and shelf wave propagation， while the second water level setup event was mainly controlled by the free propagation of shelf waves. This study revealed the important contribution of remotely propagating shelf waves to coastal water level fluctuations under the background of winter cold wave， which could provide scientific support for disaster prevention and mitigation.