The problem of formation of the Black and Caspian Sea sea-level regime, which is considered as a component of Earth climate, is addressed through a time series of parameters for the past 200 years. To analyze the variables in sea-level changes, we applied modern methods of statistical processing: correlation, spectral and singularity analyses, and the wavelet analysis, among others. Using this approach, we prove that changes in climatic and hydrological parameters at global and regional scales are directly or indirectly reflected in sea-level regime. Based on statistical output, we propose a scenario of climatic sea-level changes for the short- and long-term future (until the end of 2100).