In this study, we apply causal discovery to analyse causal links among key processes that contribute to Arctic-midlatitude teleconnections. First, we calculate the causal dependencies from observations. We then evaluate climate models participating in the Coupled Model Intercomparison Project Phase 6 (CMIP6) via a comparison of their causal graphs for the period of 1979-2019 with those derived from observations. Based on observations, we show that the increase (decline) of near-surface Arctic temperature is associated not only with the reduction (increase) of sea ice over the Barents and Kara seas, but also with the strengthening (weakening) of atmospheric blocking over central Asia. We show that the near-surface westerly winds are strongly associated with the phase of the North Atlantic Oscillation (NAO). Observations show that the phase of NAO is connected with the polar vortex (PV), which is affected by the strengthening of the poleward eddy heat flux at 100 hPa. The analysis of CMIP6 historical simulations is in good agreement with the observations but reveals a negative connection between near-surface Arctic temperature and sea ice over Barents and Kara seas, which was not found in observations during December-January-February 1979-2019. Moreover, climate models simulate a more robust link between Arctic temperature and Barents and Kara sea ice towards the end of the century. The analysis of future changes in the Arctic-midlatitude teleconnections during cold seasons 2059-2099 also reveals that the connection between the Aleutian Low and the poleward eddy heat flux is expected to become more robust than in the analysed past.