Climatic variability exerts tremendous influence on the livelihoods and well-being of pastoralists who inhabit the arid and semi-arid lands of the Horn of Africa. Recent advances in climate forecasting technologies have raised the intriguing prospect of reasonably accurate forecasts of coming seasons' rainfall patterns. Several donors and governments in the region are keenly interested in these technologies and in developing forecast delivery channels on the assumption that this information will prove valuable to the vulnerable populations it is meant to help not only indirectly, as an input into top-down early warning systems, but also directly, as a basis for improving choice under uncertainty. We explore the value of such external climate forecast information to pastoralists in a large study area spanning southern Ethiopia and northern Kenya using original data collected using both open-ended qualitative methods to identify and understand indigenous climate forecasting methods and quantitative data collected using survey instruments fielded in two rounds, one before and one after the long rains of 2001. The data show that pastoralists rely heavily on indigenous forecasting methods — in terms of having both access to and confidence in these methods — while external forecasts are less commonly received or believed. We elicited pastoralists' subjective, probabilistic expectations of the coming season's rainfall and find that neither use of nor belief in external forecasts causes any appreciable change in respondents' seasonal rainfall expectations. Moreover, relatively few pastoralists act on their own climate expectations, no matter how formed. In sum, climate forecast information does not seem a limiting factor at present in pastoralist communities in the Horn of Africa, not least of which because of the existence of a vibrant and still-relevant tradition of indigenous forecasting.