This paper presents a new strategy for coupling state-of-the-art oceanic and atmospheric general circulation models. The procedure is to use multiple realizations of the atmospheric GCM coupled to a single realization of the ocean GCM. The ensemble mean state of the atmospheric GCM fluxes are coupled to the ocean model thereby affecting the evolution of the coupled system. The traditional approach for generating a coupled ensemble is to apply the ensemble averaging to a collection of individual realizations a posteriori. This interactive ensemble technique is distinct from the traditional procedure because here the ensemble mean of the atmospheric models continuously interacts with the ocean model as the coupled system evolves. Simulation experiments with and without the interactive ensemble are described. The interactive ensemble coupled model produces realistic ENSO events that are irregular. This technique also dramatically improves the simulation of the global teleconnection associated with ENSO, and the ENSO-monsoon relationship.