Warming climate and anthropogenic disturbances alter the global freshwater cycle, causing changes and fluctuations beyond what can be attributed to natural variability alone. A comprehensive understanding of nonstationarity in water cycle components, where trends and fluctuations deviate from the assumption of a stable statistical pattern, remains elusive. Using a remote sensing-informed terrestrial reanalysis, we provide an assessment of nonstationarity in global water cycle components and their interconnections from 2003 to 2020 in terms of trends, seasonal shifts, and changes in extremes. We show that one-third of the global land exhibits strong nonstationarity in terrestrial water storage, with long-term trends contributing the most (47.3%), followed by seasonal shifts (36.2%) and changes in extremes (16.5%). The spatial pattern of nonstationarity in other water cycle variables confirm the intricate interplay of climate variations and human management processes. Our results provide a global quantification of the pervasiveness of nonstationarity in the terrestrial water cycle and highlight the need for adaptive strategies and management approaches to navigate the challenges posed by nonstationary conditions.