Assessment of Terrestrial Water Storage (TWS) components is crucial for understanding regional climate and water resources, particularly in arid and semi-arid regions like Afghanistan. Given the scarcity of ground-based data, this study leverages remote sensing datasets to quantify water storage changes. We integrated Gravity Recovery and Climate Experiment (GRACE) and GRACE Follow-on (GRACE-FO) data with WaterGap, Global Land Water Storage (GWLS), Catchment Land Surface Model (CLSM), and climate variables (precipitation, temperature, potential evapotranspiration) using artificial neural networks (ANN) and random forests (RF). Additionally, Ice, Cloud, and Land Elevation Satellite (ICESat-1,2) data were utilized to estimate glacier mass changes. Seasonal trend decomposition using Loess (STL) was applied to assess TWS changes from 2003 to 2022. Our methodology reveals a high correlation (R = 0.90–0.97) between reconstructed and observed TWS anomalies across Afghanistan's major basins. Glacier mass decreased by −0.59 and −1.17 Gt/year during 2003–2009 and 2018–2022, respectively, while overall TWS declined by −2.46 Gt/year. The HRB experienced the largest TWS loss (−1.47 Gt/year), primarily due to groundwater depletion (−1.18 Gt/year). These findings underscore the importance of our approach for assessing water resources, providing vital insights for sustainable management under a changing climate in a data-scarce country.