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The boreal spring Antarctic Oscillation (AAO) has a significant impact on the spring and summer climate in China. This study evaluates the capability of the NCEP’s Climate Forecast System, version 2 (CFSv2), in predicting the boreal spring AAO for the period 1983–2015. The results indicate that CFSv2 has poor skill in predicting the spring AAO, failing to predict the zonally symmetric spatial pattern of the AAO, with an insignificant correlation of 0.02 between the predicted and observed AAO Index (AAOI). Considering the interannual increment approach can amplify the prediction signals, we firstly establish a dynamical–statistical model to improve the interannual increment of the AAOI (DY AAOI), with two predictors of CFSv2-forecasted concurrent spring sea surface temperatures and observed preceding autumn sea ice. This dynamical–statistical model demonstrates good capability in predicting DY AAOI, with a significant correlation coefficient of 0.58 between the observation and prediction during 1983–2015 in the two-year-out cross-validation. Then, we obtain an improved AAOI by adding the improved DY AAOI to the preceding observed AAOI. The improved AAOI shows a significant correlation coefficient of 0.45 with the observed AAOI during 1983–2015. Moreover, the unrealistic atmospheric response to March–April–May sea ice in CFSv2 may be the possible cause for the failure of CFSv2 to predict the AAO. This study gives new clues regarding AAO prediction and short-term climate prediction.