The importance of air-sea coupling in the simulation and prediction of the Madden-Julian Oscillation (MJO) has been well established. However, it remains unclear how air-sea coupling modulates the convection and related oceanic features on the subdaily scale. Based on a regional cloud-resolving coupled model, we evaluated the impact of the air-sea coupling on the convection during the active phase of the MJO by varying the coupling frequency. The model successfully reproduced the atmospheric and oceanic variations observed by satellite and measurements but with some quantitative biases. According to the sensitivity experiments, we found that stronger convection was mainly caused by the higher sea surface temperatures (SSTs) generated in highly coupled experiments, especially when the coupling frequency was 1 hour or shorter. A lower coupling frequency would generate the phase lags in the diurnal cycle of SST and related turbulent heat fluxes. Our analyses further demonstrated that the phase-lagged diurnal cycle of SST suppressed deep convection through a decrease in daytime moistening in the lower troposphere. Meanwhile, in the upper ocean, the high-frequency air-sea coupling helped maintain the shallower mixed and isothermal layers by diurnal heating and cooling at the sea surface, which led to a higher mean SST. In contrast, the barely coupled experiments underestimated SST and therefore convective activities. Overall, our results demonstrated that high-frequency air-sea coupling (1 hour or shorter) could improve the reproducibility of the intensity and temporal variation in both diurnal convection and upper ocean processes.