The Martian surface environment today is cold and dry, but evidence suggests the planet may have hosted more habitable conditions in the past. Open questions about the evolution of the Martian atmosphere and climate motivate much Mars exploration and science. Recent global-scale observations of the Martian atmosphere combined with models reveal intriguing connections between the lower and upper atmospheres. Here we review the role of atmospheric waves, dust storms and atmospheric loss and discuss how these processes are coupled within the Martian whole atmosphere system. Atmospheric gravity (buoyancy) waves are globally present at all altitudes. The effects of planet-encircling dust storms in the lower atmosphere propagate to the upper atmosphere. The Martian hydrological cycle in which water is exchanged between the surface and atmosphere is coupled to dynamical and radiative processes operating across atmospheric layers. The thermal escape of atomic hydrogen to space, which is thought to be the primary mechanism for the long-term loss of water on Mars, is influenced by atmospheric waves and dust storms. Understanding the coupling among atmospheric waves, dust storms and atmospheric loss processes, and thus a unified understanding of the Martian whole atmosphere system, is essential to understand past and current climate on Mars.