The importance of resolving mesoscale air-sea interactions to represent cyclones impacting the East Coast of Australia, the so-called East Coast Lows (ECLs), is investigated using the Australian Regional Coupled Model based on NEMO-OASIS-WRF (NOW) at $1/4^\circ$ resolution. The fully coupled model is shown to be capable of reproducing correctly relevant features such as the seasonality, spatial distribution and intensity of ECLs while integrating more physical processes, including air-sea feedbacks over ocean eddies and fronts. The thermal feedback (TFB) and the current feedback (CFB) are shown to influence the intensity of tropical ECLs (north of $30^\circ S$), with the TFB modulating the pre-storm sea surface temperature and the CFB modulating the wind stress. By fully uncoupling the atmospheric model of NOW, the intensity of tropical ECLs is increased due to the absence of the cold wake that provides a negative feedback to the cyclone. The number of ECLs might also be affected by the air-sea feedbacks but large interannual variability hamper significant results with short term simulations. The TFB and CFB modify the climatology of sea surface temperature (mean and variability) but no direct link is found between these changes and those noticed in ECL properties. These results show that the representation of ECLs, mainly north of $30^\circ S$, depend on how air-sea feedbacks are simulated, with significant effects associated with mesoscale eddies. This is particularly important for atmospheric downscaling of climate projections as small-scale sea surface temperature interactions and the effects of ocean currents are not accounted for.