Chang, Hartzmark, Solomon and Soltes (2017) document anomalous and substantial stock market reactions to quarterly earnings releases for firms that exhibit seasonal earnings patterns. They partly attribute this finding to heightened financial analyst forecast errors for seasonal firms, but they do not examine why, to what extent or which firm and analyst characteristics impact the error. We fill this gap by further examining the relation between seasonality and analyst forecast error. Utilizing a novel measure of seasonality and a sample of North American firms, we document that seasonal business patterns appear to reduce overall forecast accuracy and lead to greater levels of disagreement among analysts, which generally supports the findings of Chang et al. (2017). We note that analyst experience offsets the effect of seasonality, as more experienced analysts are able to produce more accurate, less dispersed estimates for seasonal firms.