Heat and momentum exchanges at the Southern Ocean surface are crucial for the Earth's Climate, but the importance of the small-scale spatial variability of these surface fluxes is poorly understood. Here, we explore how small-scale heterogeneities of the surface conditions due in particular to ocean eddies affect the atmosphere-sea ice-ocean interactions off Adélie Land, in East Antarctica. To this end, we use a high-resolution regional atmosphere-sea ice-ocean coupled model based on the NEMO-LIM and MAR models. We explore how the atmosphere responds to small-scale heterogeneity of the ocean or sea ice surface conditions, how eddies affect the sea ice and atmosphere, and how the eddy-driven surface fluxes impact the heat, freshwater, and momentum budget of the ocean. The atmosphere is found to be more sensitive to small-scale surface temperature gradients above the ice-covered than above the ice-free ocean. Sea ice concentration is found to be weaker above anticyclonic than cyclonic eddies due to increased sea ice melting or freezing (0.8 cm/day) partly compensated by sea ice convergence or divergence. The imprint of ice-free eddies on the atmosphere is weak, but in the presence of sea ice, air warming (+ 0.3°C) and wind intensification (+ 0.1 m/s) are found above anticyclonic eddies, while cyclonic eddies have the opposite effects. Removing the interactions of eddies with the sea ice or atmosphere does not affect the total sea ice volume, but increases the ocean kinetic energy by 8% and weakens northward advection of sea ice, leading to a 15% decrease in freshwater flux north of 62.5°S and weaker ocean restratification.