It is well established that El Niño–Southern Oscillation (ENSO) impacts the North Atlantic–European (NAE) climate, with the strongest influence in winter. In late winter, the ENSO signal travels via both tropospheric and stratospheric pathways to the NAE sector and often projects onto the North Atlantic Oscillation. However, this signal does not strengthen gradually during winter, and some studies have suggested that the ENSO signal is different between early and late winter and that the teleconnections involved in the early winter subperiod are not well understood. In this study, we investigate the ENSO teleconnection to NAE in early winter (November–December) and characterize the possible mechanisms involved in that teleconnection. To do so, observations, reanalysis data and the output of different types of model simulations have been used. We show that the intraseasonal winter shift of the NAE response to ENSO is detected for both El Niño and La Niña and is significant in both observations and initialized predictions, but it is not reproduced by free-running Coupled Model Intercomparison Project phase 5 (CMIP5) models. The teleconnection is established through the troposphere in early winter and is related to ENSO effects over the Gulf of Mexico and Caribbean Sea that appear in rainfall and reach the NAE region. CMIP5 model biases in equatorial Pacific ENSO sea surface temperature patterns and strength appear to explain the lack of signal in the Gulf of Mexico and Caribbean Sea and, hence, their inability to reproduce the intraseasonal shift of the ENSO signal over Europe.