Coastal lagoons are recognized as specific and complex water bodies vulnerable to climate change. The focus of this study was the Curonian Lagoon, the largest freshwater lagoon in the Baltic Sea and the whole of Europe. The changes in the hydrometeorological parameters of the lagoon over six decades were evaluated using two periods of climatological standard normal: the most recent 30-year period, i.e., 1991–2020, and the period of 1961–1990. Before statistical analysis, data were checked for homogeneity, and breakpoints were determined by Pettitt and Buishand tests. The Mann–Kendall test was used to determine trends in the data series. The analysis revealed substantial changes in the hydrometeorological parameters of the lagoon during two climate normal periods. An exceptionally high rise in air temperature was detected. A considerable increase was identified in the lagoon water temperature and water level data series. The duration of permanent ice cover on the lagoon declined, as did the ice thickness, whereas the ice breakup advanced. A downward trend in wind speed data was detected, while the change in precipitation had a positive direction. Air and water temperatures were highly correlated with the Arctic Oscillation (AO) index and the water level with the Scandinavia pattern (SCAND).