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General circulation models, which forecast by first modelling actual conditions in the atmosphere and ocean, are used extensively for monthly rainfall forecasting. We show how more skilful monthly and seasonal rainfall forecasts can be achieved through the mining of historical climate data using artificial neural networks (ANNs). This technique is demonstrated for two agricultural regions of Australia: the wheat belt of Western Australia and the sugar growing region of coastal Queensland. The most skilful monthly rainfall forecasts measured in terms of Ideal Point Error (IPE), and a score relative to climatology, are consistently achieved through the use of ANNs optimized for each month individually, and also by choosing to input longer historical series of climate indices. Using the longer series restricts the number of climate indices that can be used.