Climate change and human activities alter the global freshwater cycle, causing nonstationary processes as its distribution shifting over time, yet a comprehensive understanding of these changes remains elusive. Here, we develop a remote sensing–informed terrestrial reanalysis and assess the nonstationarity of and interconnections among global water cycle components from 2003 to 2020. We highlight 20 hotspot regions where terrestrial water storage exhibits strong nonstationarity, impacting 35% of the global population and 45% of the area covered by irrigated agriculture. Emerging long-term trends dominate the most often (48.2%), followed by seasonal shifts (32.8%) and changes in extremes (19%). Notably, in mid-latitudes, this encompasses 34% of Asia and 27% of North America. The patterns of nonstationarity and their dominant types differ across other water cycle components, including precipitation, evapotranspiration, runoff, and gross primary production. These differences also manifest uniquely across hotspot regions, illustrating the intricate ways in which each component responds to climate change and human water management. Our findings emphasize the importance of considering nonstationarity when assessing water cycle information toward the development of strategies for sustainable water resource usage, enhancing resilience to extreme events, and effectively addressing other challenges associated with climate change.