The historical record of tsunamis observed on the coasts of Sakhalin Island located in the Sea of Okhotsk is given. Totally, 30 events have occurred during the whole history of observation. Historical data clearly show that the Kuril Isles protect the Okhotsk Sea from the tsunami waves that originated in the Pacific. The historical tsunamis that penetrated in the Okhotsk Sea are less intense than the tsunamis on the Pacific coast of the Kuril Isles. The numerical simulation of the 1963 Urup tsunami generated by the strong earthquake on the Kuril Isles is performed. It allows plotting the spatial distribution of tsunami wave heights along the Sakhalin coast and comparing the obtained results with observation.