The development of atmospheric blockings over the North Atlantic European region can lead to extreme weather events like heatwaves or cold air outbreaks. Despite their potential severe impact on surface weather, the correct prediction of blocking lifecycle remains a key challenge in current numerical weather prediction (NWP) models. Increasing evidence suggests that the key processes responsible for the onset and persistence of such weather regimes are latent heat release in cyclones, the advection of cold air (cold air outbreaks, CAOs) from the Arctic over the North Atlantic, and associated air-sea interactions over the Gulf Stream. In order to establish how air mass transformations over the ocean, and the Gulf Stream, in particular, affect the large-scale flow we focus on an episode of European blocking – a weather regime associated with the formation of a quasi-persistent upper-level ridge over western Europe and an intensified storm track in the North Atlantic – in the period between 20 and 27 of February 2019. During that time a record-breaking warm spell occurred over western Europe bringing temperatures above 20°C to the United Kingdom, Netherlands, and Northern France. The event was also preceded and accompanied by the development of several, rapidly intensifying cyclones originating in the Gulf Stream region and traversing the North Atlantic. To quantify the dynamical linkage between the formation of this block and air-sea interactions over the Gulf Stream, we adopt a Lagrangian perspective, using backward and forward kinematic trajectories to study the pathways of air masses forming the upper-level potential vorticity anomaly and interacting with the ocean front. We establish that more than one-fifth of air masses forming the blocking interact with the Gulf Stream in the lower troposphere, experiencing intensive heating and moistening over the region, thanks to the frequent occurrence of CAOs taking place behind the cold front of the cyclones. Trajectories moistened by the passage of one cyclone later ascend into the upper troposphere with the ascending air stream of the consecutive cyclones, fueled by the strong surface fluxes generated by the preceding system. These findings highlight the importance of CAOs, representing the coupling between the ocean and atmosphere in the Gulf Stream region, for blocking development, and explain how the signal from the air-sea interactions in the lower troposphere is transferred to the upper-level flow.