This article investigates the use of a particle filter for data assimilation with a full‐scale coupled ocean–atmosphere general circulation model. Synthetic twin experiments are performed to assess the performance of the equivalent weights filter in such a high‐dimensional system. Artificial two‐dimensional sea surface temperature fields are used as observational data every day. Results are presented for different values of the free parameters in the method. Measures of the performance of the filter are root mean square errors, trajectories of individual variables in the model and rank histograms. Filter degeneracy is not observed and the performance of the filter is shown to depend on the ability to keep maximum spread in the ensemble.