Climate seasonality is an essential element in the Earth system. Long-term global climate change is largely forced, through seasonal scale processes and feedbacks, by changes in the seasonal distribution of the solar flux of energy on the Earth surface. Still, and for a variety of reasons, annual means of climate variables are being reconstructed in most paleoclimate studies, although climate is properly defined by the annual cycle of these variables. This results in an incomplete and sometimes biased documentation of the climate natural variability. We present here a brief overview of the significance of climate seasonality in the study of long-term climate change, of the techniques that have been developed to reconstruct climate seasonality, and the associated issues and challenges. We argue here that getting to the next level of understanding of natural climate variability requires a larger effort into the reconstruction of past climate seasonality.