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The air–sea heat fluxes in marginal seas and under extreme weather conditions constitute an essential source for energy transport and mixing dynamics. To reproduce these effects in numerical models, we need a better understanding of these fluxes. In response to this demand, we undertook a study to examine the surface heat fluxes in the Arabian Gulf (2013 to 2014) and Red Sea (2008 to 2010)—the two salty Indian Ocean marginal seas. We use high-quality buoy observations from offshore meteorological stations and data from two reanalysis products, the Modern-Era Retrospective analysis for Research and Applications version 2 (MERRA2) from the National Aeronautics and Space Administration (NASA) and ERA5, the fifth generation of the European Centre for Medium-Range Weather Forecasts (ECMWF) atmospheric reanalyses of global climate. Comparison of the reanalyses with the in situ-derived fluxes shows that both products underestimate the net heat fluxes in the Gulf and the Red Sea, with biases up to −45 W/m2 in MERRA2. The reanalyses reproduce relatively well the seasonal variability in the two regions and the effects of wind events on air–sea fluxes. The results suggest that when forcing numerical models, ERA5 might provide a preferable dataset of surface heat fluxes for the Arabian Gulf while for the Red Sea the MERRA2 seems preferable.