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Abstract It is widely agreed that subseasonal-to-seasonal (S2S) predictability arises from the atmospheric initial state during early lead times and from the land and ocean during long lead times. We test this hypothesis for the large-scale mid-latitude atmosphere by training numerous XGBoost models to predict weather regimes (WRs) over North America at 1-to-8-week lead times. Each model uses a different predictor from one Earth system component (atmosphere, ocean, or land) sourced from reanalysis. According to the models, the atmosphere provides more predictability during the first two forecast weeks, and the three components performed similarly afterward. However, the skill and sources of predictability are highly dependent on the season and target WR. Our results show greater WR predictability in fall and winter, particularly for the Pacific Trough and Pacific Ridge regimes, driven primarily by the ocean (e.g., El Niño-Southern Oscillation and sea ice). For the Pacific Ridge in winter, the stratosphere also contributes significantly to predictability across most S2S lead times. Additionally, the initial large-scale tropospheric structure (encompassing the tropics and extra-tropics, e.g., Madden-Julian Oscillation) and soil conditions play a relevant role—most notably for the Greenland High regime in winter. This study highlights previously identified sources of predictability for the large-scale atmosphere and gives insight into new sources for future study. Given how closely linked WRs are to surface precipitation and temperature anomalies, storm tracks, and extreme events, the study results contribute to improving S2S prediction of surface weather.