Wind flow in urban environments is an important factor governing the dispersion of heat and pollutants from streets, squares and buildings. This paper presents a coupled CFD modelling approach for urban wind flow and indoor natural ventilation. A specific procedure is used to efficiently and simultaneously generate the geometry and the high-resolution body-fitted grid for both the outdoor and indoor environment. This procedure allows modelling complex geometries with full control over grid quality and grid resolution, contrary to standard semi-automatic unstructured grid generation procedures. It also provides a way to easily implement various changes in the model geometry and grid for parametric studies. As a case study, a parametric analysis of natural ventilation is performed for the geometrically complex Amsterdam ArenA stadium in the Netherlands. The turbulent wind flow and temperature distribution around and inside the stadium are solved with the 3D steady Reynolds-averaged Navier-Stokes equations. Special attention is given to CFD solution verification and validation. It is shown that small geometrical modifications can increase the ventilation rate by up to 43%. The coupled modelling approach and grid generation procedure presented in this paper can be used similarly for future studies of wind flow and related processes in complex urban environments.