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Forecasts of ecological dynamics in changing environments are increasingly important, and are available for a plethora of variables, such as species abundance and distribution, community structure and ecosystem processes. There is, however, a general absence of knowledge about how far into the future, or other dimensions (space, temperature, phylogenetic distance), useful ecological forecasts can be made, and about how features of ecological systems relate to these distances. The ecological forecast horizon is the dimensional distance for which useful forecasts can be made. Five case studies illustrate the influence of various sources of uncertainty (e.g. parameter uncertainty, environmental variation, demographic stochasticity and evolution), level of ecological organisation (e.g. population or community), and organismal properties (e.g. body size or number of trophic links) on temporal, spatial and phylogenetic forecast horizons. Insights from these case studies demonstrate that the ecological forecast horizon is a flexible and powerful tool for researching and communicating ecological predictability. It also has potential for motivating and guiding agenda setting for ecological forecasting research and development., (© 2015 The Authors Ecology Letters published by John Wiley & Sons Ltd and CNRS.)