Cyclones impacting the densely populated Mediterranean region have been a continuous research focus, mainly for investigating either the associated heavy precipitation or the damaging wind gusts. In this study we examine five Mediterranean cyclones with combined large‐scale impact of strong 10 m gusts and heavy precipitation. The selected events occurred in (i) December 2003 in the northeastern Mediterranean; (ii) October 2007 in the central Mediterranean; (iii) January 2009, known as storm ‘Klaus’, in the western Mediterranean; (iv) December 2010 in the eastern Mediterranean; and (v) October 2011 in the central‐northern Mediterranean. European Centre for Medium‐range Weather Forecasts (ECMWF) reanalyses and 7 km resolution regional model simulations (COSMO) are analysed for each event. A Lagrangian viewpoint is employed to focus on interacting mechanisms that contribute to the joint impact on different spatial and temporal scales. In all cases, widespread strong wind gusts occur in the southwestern parts of the cyclone, while the precipitation field has localized peaks, with variable distribution in the central, southern, eastern and northern parts of the cyclone. Convective precipitation, significant in the cases in 2007, 2010 and 2011, is limited to the southern areas. In all cases, non‐convective precipitation is associated with ascent in a warm conveyor belt. Intense gusts are found within unstable air, below a low tropopause in a region with strong vertical wind shear, favouring downward momentum flux by turbulent mixing. Strongly descending dry intrusions are located coherently to the south and west of strong gusts. Much variability exists with regard to the emergence of convection, where strong winds and convective precipitation co‐occur: In the 2007 case, the dry intrusion is central in producing shallow convection in the cold frontal region. In the 2010 and 2011 cases, convective activity at high topography and in coastal regions leads to co‐location of both types of impact.