Canonical correlation is proposed as an exploratory technique for studying teleconnections. It is suggested that the technique can elucidate the temporal signature (i.e., the seasonally varying nature) of the teleconnections and the lags between variables. Several teleconnections studied with the Southern Oscillation are subjected to canonical correlation as examples. The teleconnections studied are between Darwin pressure and Tahiti pressure, southeast Australian rainfall, and Willis Island air temperature. In each example the canonical correlation analysis confirms the teleconnections uncovered previously by other statistical techniques but also suggests the existence of other interesting features of these teleconnections.