AbstractThe predictability limit of the Madden‐Julian Oscillation (MJO) in the El Niño and La Niña boreal winters (November‐February) is investigated using observational data and historical run outputs of CMIP models. The MJO predictability is computed by the nonlinear local Lyapunov exponents approach for various MJO indices obtained from bandpass‐filtered (30–80 days) outgoing longwave radiation, 850‐hPa zonal wind, and 200‐hPa zonal wind data. The result shows that the MJO predictability during La Niña winters is enhanced by up to 8 days compared to El Niño winters. Enhanced convection of the MJO phases 2–4 with persistence propagation during La Niña winters leads to higher predictability, as compared with those for El Niño winters. The highest (lowest) predictability of the MJO shows 39 (31) days during La Niña/EQBO (El Niño/EQBO) winters. The longer persistence of the MJO during La Niña/EQBO winters leads to higher predictability.