The Madden–Julian Oscillation (MJO) has important socioeconomic impacts due to its influence on both tropical and extratropical weather extremes. In this study, we use machine learning (ML) to correct the predictions of the weather model holding the best performance, developed by the European Centre for Medium-Range Weather Forecasts (ECMWF). We show that the ML post-processing leads to an improved prediction of the MJO geographical location and intensity.