Understanding teleconnections of a region's climate can be beneficial to seasonal outlooks and hydro-climate services. This study aims at analyzing the teleconnections of seasonal rainfall over Bangladesh with selected climate indices, including El Niño/Southern Oscillation (ENSO), Indian Ocean Dipole (IOD), Pacific Decadal Oscillation (PDO), and Atlantic Multidecadal Oscillation (AMO) indices. Rainfall data spanning from 1965–2017 in the seven hydrological regions are used to derive three seasonal rains, namely the pre-monsoon (March–May), monsoon (June–September), and post-monsoon (October and November) rains, for correlation- and wavelet coherence (WC)-based teleconnection analyses. Among the three seasonal rains, the post-monsoon rain shows the negative correlations, strongest with the IOD and ENSO indices. Correlations between the pre-monsoon/monsoon rain and climate indices are subject to notable spatial and temporal variations. For instance, correlations between the pre-monsoon (monsoon) rain in the South Central (South West) region and the IOD (ENSO) index shift from negative to positive after the 1980s, whereas the comprehensive negative correlations of the post-monsoon rain with the IOD and ENSO indices further enhanced from the early to recent epochs. WC analysis not only corroborates the findings of correlation analysis at shorter time scales (e.g., 1–4 years), but also reveals significant coherence at longer time scales (e.g., 8–16 years). We find that the pre-monsoon and monsoon rains experience the phase change in WC from shorter to longer scales. In contrast, the post-monsoon rain shows the consistent anti-phase WC, more dominant at the longer time scale. Both correlation and WC analyses indicate that the association patterns of the PDO mimic those of ENSO. Lastly, the analysis results of the AMO suggest quite distinct and significant association between Bangladesh's rainfall and the Atlantic Ocean.