The advent of machine learning, of which artificial neural networks (ANN) are a component, has provided an opportunity for improved rainfall forecasts, which is of value for water infrastructure management, agriculture, mining and other industries. In this chapter, ANNs are shown to provide more skillful monthly rainfall forecasts for locations in southeastern Queensland, Australia, for lead-times of 3-12 months. The skill of the forecasts from the ANNs is highest when the models are individually optimized for each month, and when longer-duration series are used as input. The ANN technique has application where there is temperature and rainfall data extending back at least 50 years. Such datasets exist for much of Europe and North America, though a review of the available literature indicates most research into the application of ANN has focused on China, India and Australia.