The air pressure over the water is higher with cold dense air which moves occupy the space created over the land.The cool air that comes along is called
land breeze I guess
Land breeze, a local wind system characterized by a flow from land to water late at night. … Land breezes alternate with sea breezes along coastlines adjacent to large bodies of water. Both are induced by differences that occur between the heating or cooling of the water surface and the adjacent land surface.