Coupled models simulate different compartments of the Earth system as well as their interactions. For example coupled atmosphere-ocean models like the AWI Climate Model (AWI-CM), simulate the physics in both compartments and fluxes in between then. Data assimilation is used with coupled models to generate model fields to initialize model predictions, for computing a model state over time as a reanalysis, to optimize model parameters, and to assess model deficiencies. Ensemble data assimilation methods can be applied with these model systems, but have a high high computing cost. To allow us to efficiently perform the data assimilation, the parallel data assimilation framework (PDAF) has been developed. I will discuss the application and challenges of coupled ensemble data assimilation on the example of the data assimilative model system AWI-CM coupled to PDAF.