Abstract A robust El Niño Southern Oscillation (ENSO) prediction is essential for monitoring the global climate, regional monsoons, and weather extremes. Despite dedicated efforts spanning decades, the precise prediction of ENSO events through numerical modelling beyond a couple of seasonal lead times remains a daunting challenge. The advent of deep learning-based approaches marks a transformative era in climate and weather prediction. However, many machine learning-based studies attempting ENSO prediction are confined to singular estimates, lacking adequate quantification of uncertainty in learned parameters and overlooking the crucial need for a nuanced understanding of ENSO prediction confidence. Here, we introduce a deep learning-based Bayesian Convolutional Neural Network (BCNN) model that provides robust probabilistic predictions for ENSO with a lead time of up to 9-10 months across all seasons. The Bayesian layers within the convolutional neural network maintain the capability to predict a distribution of learned parameters. Augmented with bias correction, our model reproduces the amplitude of the Nino 3.4 index with fidelity for lead up to 9-10 months. The inherent capacity for uncertainty modelling enhances the reliability of BNNs, making them particularly valuable in operational services. This research holds substantial socio-economic implications as it enhances our forecasting capabilities and rigorously quantifies forecast uncertainties, providing valuable insights for planning and policymaking.