The effect of the dust on the climate in the Caucasus region, with a specific focus on Georgia, was investigated with a Regional Climate Model RegCM interactively coupled with a dust model. For this purpose we have executed sets of 30 years simulations (1985–2014) with and without dust effects by RegCM4.7 model with 16.7 km resolution over the Caucasus domain and with 50 km resolution encompassing most of the Sahara, the Middle East, and the Great Caucasus with adjacent regions. Results of calculations have shown that the dust aerosol is an active player in the climate system of Georgia. Mineral dust aerosol influences on temperature and aerosol optical depth spatial and temporally inhomogeneous distribution on the territory of Georgia and generally has been agreed with MODIS satellite data. Results of numerical calculations have shown that dust radiative forcing inclusion has improved simulated summer temperature. The mean annual temperature increased across the whole territory of Georgia in simulations when dust direct effect was considered.