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Abstract The effects of atmospheric thermal structure on the surface energy flux are poorly understood over the Arctic sea‐ice surface. Here, we explore the mechanism of sensible heat exchange under different types of thermal structures over the Arctic sea‐ice surface by using data collected during the Multidisciplinary drifting Observatory for the Study of Arctic Climate expedition. The quadrant analysis indicates that strong surface temperature inversions below 100 m enhance non‐local effects on the positive (upward) sensible heat flux (w′θ′‾) through entrainment of large eddies from the convective boundary layer aloft. However, strong surface inversions restrict the contributions of large eddies to the negative (downward) w′θ′‾ due to intensified surface stability. By inspecting the existing parameterization schemes, we found that the European Center for Medium‐Range Weather Forecasts Integrated Forecasting System scheme fails to predict the impacts of non‐local processes on the positive w′θ′‾, and an adjustment term to correct the bias of parameterized w′θ′‾ is proposed.