The Marine and Atmospheric Research System (MARS) for simulation of the Caspian Sea meteorological characteristics is presented. It includes computation of the atmospheric forcing with the regional non-hydrostatic atmosphere model Weather Research and Forecasting model (WRF), as well as computation of currents, sea level, temperature, salinity and sea ice with the model of marine circulation INMOM (Institute of Numerical Mathematics Ocean Model), and the computation of wind wave parameters using the Russian wind-wave model (RWWM). The results on verification of the hydrometeorological characteristics simulated with MARS are presented. Also, the retrospective simulation of the thermohydrodynamic characteristics for the Caspian Sea was performed with MARS for the ice-free period 2003–2013. The important features of the Caspian Sea circulation are shown. The wind currents contribute the most significantly to the Caspian Sea circulation. The upwelling effect in the eastern part of Middle Caspian is caused by regional northerly winds. It should be noted that where the outputs of different models for North and Middle Caspian are in good agreement, there is significant difference in the estimates of the currents in South Caspian. The wind fields computed in MARS using the non-hydrostatic model WRF and those obtained by the formulas of geostrophic wind inferred from the pressure field from the same model are in good agreement in Middle and North Caspian. However, they differ significantly for South Caspian. This is especially noticeable at the eastern and southern coasts, where the wind computed in WRF is directed transversely to the isobars. It is shown that the wind field and the current field are interconnected. For the Caspian Sea, one should use non-hydrostatic atmospheric models such as WRF or COSMO for wind computation.