The Northern Eurasian regions and Arctic Ocean will very likely undergo substantial changes during the next decades. The arctic-boreal natural environments play a crucial role in the global climate via the albedo change, carbon sources and sinks, as well as atmospheric aerosol production via biogenic volatile organic compounds. Furthermore, it is expected that the global trade activities, demographic movement and use of natural resources will be increasing in the Arctic regions. There is a need for a novel research approach, which not only identifies and tackles the relevant multi-disciplinary research questions, but is also able to make a holistic system analysis of the expected feedbacks. In this paper, we introduce the research agenda of the Pan-Eurasian Experiment (PEEX), a multi-scale, multi-disciplinary and international program started in 2012 (https://www.atm.helsinki.fi/peex/). PEEX is setting a research approach where large-scale research topics are investigated from a system perspective and which aims to fill the key gaps in our understanding of the feedbacks and interactions between the land–atmosphere–aquatic–society continuum in the Northern Eurasian region. We introduce here the state of the art of the key topics in the PEEX research agenda and give the future prospects of the research which we see relevant in this context.