This study documents a detailed analysis on the Madden-Julian Oscillation (MJO) simulated by the National Centers for Environmental Prediction (NCEP) using the Global Forecast System (GFS) model version 2003 coupled with the Climate Forecast System model (CFS) consisting of the 2003 version of GFS and the Geophysical Fluid Dynamics Laboratory (GFDL) Modular Ocean Model V.3 (MOM3). The analyses are based upon a 21-year simulation of AMIP-type with GFS and CMIP-type with CFS. It is found that air-sea coupling in CFS is shown to improve the coherence between convection and large-scale circulation associated with the MJO. The too fast propagation of convection from the Indian Ocean to the maritime continents and the western Pacific in GFS is improved (slowed down) in CFS. Both GFS and CFS produce too strong intraseasonal convective heating and circulation anomalies in the central-eastern Pacific; further, the air-sea coupling in CFS enhances this unrealistic feature. The simulated mean slow phase speed of eastward propagating low-wavenumber components shown in the wavenumber-frequency spectra is due to the slow propagation in the central-eastern Pacific in both GFS and CFS. Errors in model climatology may have some effect upon the simulated MJO and two possible influences are: (i) CFS fails to simulate the westerlies over maritime continents and western Pacific areas, resulting in an unrealistic representation of surface latent heat flux associated with the MJO; and (ii) vertical easterly wind shear from the Indian Ocean to the western Pacific in CFS is much weaker than that in the observation and in GFS, which may adversely affect the eastward propagation of the simulated MJO.