The repeated co-occurrence of cold spells over Eastern North America and wet or windy extremes over Western Continental Europe during recent winters, has led to hypothesise a link between the two. Here, we provide a systematic analysis of the interplay between the large-scale atmospheric circulation and co-occurring cold spells in North America and wet or windy extremes in Europe, which we collectively term compound cold–wet–windy extremes. We leverage a recent approach grounded in dynamical systems theory, which provides an analytically and computationally efficient analysis of spatially resolved, multivariate climate extremes. We find that there are specific, recurrent large-scale atmospheric circulation patterns systematically associated with co-occurring cold–wet–windy anomalies. Evidence for this is also found when focussing on compound cold–wet–windy extremes, although with a weaker signal. This motivates further analyses focussing specifically on the statistics and drivers of the compound extreme occurrences.