Long-term temperature changes drive coastal Marine Heat Waves (MHW) trends globally. Here, we provide a more comprehensive global analysis of cross-shore gradients of MHW and SST changes using an ensemble of three satellite SST products during recent decades. Our analysis reveals depressed onshore SST trends in more than 2/3 of coastal pixels, including both eastern and western boundary current systems. These were well correlated with depressed trends of MHW exposure and severity, ranging from a -2 to -10 decrease in MHW days per decade and a –2.5 to –15°C.days per decade decrease in cumulative intensity. Results were consistent across all satellite products, indicating that these cross-shore gradients are a robust feature of observations. ERA reanalysis data shows that neither air-sea heat fluxes nor wind driven upwelling were found to be consistent drivers. Global ocean circulation models (OFAM3 and ACCESS-OM2) have limited ability to simulate the depressed onshore trends. A heat budget analysis performed in the Chilean coast region, where models agree with observations, showed that the gradient of temperature change was controlled by an onshore increase of longwave radiative cooling, despite an increase in upwelling. This highlights the complexity of small-scale coastal ocean-atmosphere feedbacks, which coarser resolution climate models do not resolve. Here, we show that global coastal regions may act as thermal refugia for marine ecosystems from aspects of climate change and pulsative (MHW) changes. Contrary to the literature, our results suggest that driving mechanisms are region dependant, stressing the necessity to improve climate models resolution.