Climate and weather variability in the North Atlantic region is determined largely by the North Atlantic Oscillation (NAO). The potential for skillful seasonal forecasts of the winter NAO using an ensemble‐based dynamical prediction system has only recently been demonstrated. Here we show that the winter predictability can be significantly improved by refining a dynamical ensemble through subsampling. We enhance prediction skill of surface temperature, precipitation, and sea level pressure over essential parts of the Northern Hemisphere by retaining only the ensemble members whose NAO state is close to a “first guess” NAO prediction based on a statistical analysis of the initial autumn state of the ocean, sea ice, land, and stratosphere. The correlation coefficient between the reforecasted and observation‐based winter NAO is significantly increased from 0.49 to 0.83 over a reforecast period from 1982 to 2016, and from 0.42 to 0.86 for a forecast period from 2001 to 2017. Our novel approach represents a successful and robust alternative to further increasing the ensemble size, and potentially can be used in operational seasonal prediction systems. Plain Language Summary Predicting Northern Hemisphere winter conditions, which are controlled largely by fluctuations in the pressure filed over the North Atlantic (North Atlantic Oscillation, NAO), for the next season is a major challenge. Most state‐of‐the‐art seasonal prediction systems show a correlation between observed and predicted NAOs of less than 0.30. Our novel approach uses dynamical links (teleconnections) between the autumn state of sea surface temperature in the North Atlantic, Arctic sea ice, snow in Eurasia, and stratosphere temperature over the Northern Hemisphere as predictors of the NAO in the subsequent winter to subsample a dynamical reforecast ensemble. We select only the ensemble members that consistently reproduce winter NAO states that evolve in accordance with the autumn state of these predictors. As a result the winter NAO prediction skill increases to a correlation value of 0.83. Considering these well established NAO teleconnections in our Earth system model leads to an improved prediction skill of European winter conditions, that is, surface temperature, precipitation, and sea level pressure. Our results advance seasonal prediction of European weather to a level that is usually limited to tropical regions and are relevant for a variety of societal sectors, such as global and national economies and energy and water resources.