Atmospheric water vapor is not only a key element of the global hydrological cycle but also the most abundant greenhouse gas. The phase transition and transportation of water vapor are essential for maintaining global energy balance and regulating hydrological processes. However, due to insufficient meteorological observational data, climate research in Africa faces significant limitations despite its substantial contribution to changes in global precipitable water vapor (PWV). In this study, we used MODIS near-infrared (NIR) PWV products and Berkeley temperature data to depict the spatial–temporal variability in PWV across Africa from 2001 to 2020. The results reveal a significant increasing trend in PWV over Africa, with an increase of 0.0158 cm/year. Nearly 99.96% of Africa shows an increase in PWV, with 88.95% of these areas experiencing statistically significant changes, particularly in central regions of Africa. The increase in PWV is more pronounced in high-value months compared to low-value months. The equatorial region of the Congo Basin exhibits higher PWV, which gradually decreases as latitude increases. Despite significant warming (0.0162 °C/year) in Africa, there is no consistent positive correlation between temperature and water vapor. A positive relationship between PWV and temperature is observed in western Africa, while a negative relationship is noted in eastern and southern Africa on an annual scale. Additionally, an increasing trend in precipitation (4.6669 mm/year) is observed, with a significant positive correlation between PWV and precipitation across most of Africa, although this relationship varies by month. These findings provide valuable insights into the comprehension of the hydrothermal variation in Africa amidst climate warming.