This paper studies the impact of northwest Indian Ocean (NIO) sea surface temperature (SST) anomalies between the regions 0–29°N and 45–80°E and El Niño–Southern Oscillation (ENSO) on the winter precipitation in Iran. The data include monthly precipitation from 45 weather stations in Iran, monthly NIO SST with a 2° horizontal resolution and Southern Oscillation Index (SOI) for a 40-year period (1975–2014). This study utilizes Canonical Correlation Analysis and partial correlation to investigate the simultaneous relationship between SST, SOI, and winter precipitation variability. A running correlation method is also used to test the stationarity of these relationships. Analyses of the results reveal that both NIO SST and ENSO index are significantly correlated with the winter precipitation in Iran but with opposite sign. Moreover, a clear variability exists in the correlations revealing a distinct non-stationarity in the relationship over time. The results of partial correlation analysis suggest that the ENSO index has a stronger effect on the winter precipitation in Iran than NIO SST.