We present a calculation of pseudoscalar Higgs production in association with a jet at Next-to-Next-to Leading Order (NNLO) accuracy in QCD. We work in an effective field theory in which mt → ∞ resulting in effective operators which couple the pseudoscalar to gluons and (massless) quarks. We have calculated all of the relevant amplitudes for the two-loop, one-loop and tree-level contributions. As a cross-check of our calculation we have re-calculated all of the scalar Higgs plus parton amplitudes and perform a detailed comparison to the literature. In order to regulate the infra-red singularities present at this order we employ the N-jettiness slicing method. In addition to a detailed validation of our calculation at this order we investigate LHC phenomenology for a selection of pseudoscalar Higgs masses. Our results are implemented into the parton-level Monte Carlo code MCFM.