Methane and nitrous oxide are potent greenhouse gases (GHGs) that contribute to climate change. Coastal sediments are important GHG producers, but the contribution of macrofauna (benthic invertebrates larger than 1 mm) inhabiting them is currently unknown. Through a combination of trace gas, isotope, and molecular analyses, we studied the direct and indirect contribution of two macrofaunal groups, polychaetes and bivalves, to methane and nitrous oxide fluxes from coastal sediments. Our results indicate that macrofauna increases benthic methane efflux by a factor of up to eight, potentially accounting for an estimated 9.5% of total emissions from the Baltic Sea. Polychaetes indirectly enhance methane efflux through bioturbation, while bivalves have a direct effect on methane release. Bivalves host archaeal methanogenic symbionts carrying out preferentially hydrogenotrophic methanogenesis, as suggested by analysis of methane isotopes. Low temperatures (8 °C) also stimulate production of nitrous oxide, which is consumed by benthic denitrifying bacteria before it reaches the water column. We show that macrofauna contributes to GHG production and that the extent is dependent on lineage. Thus, macrofauna may play an important, but overlooked role in regulating GHG production and exchange in coastal sediment ecosystems.