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In common with other important coal bases in northwestern China, the hydrology and ecology and environment of Ordos, northern Shaanxi (Shanbei), and Shanxi Provinces have much. Terrestrial water storage anomaly (TWSA), soil moisture anomaly (SMA), and groundwater storage anomaly (GWSA), are important water storage qualities that play a critical role in the distribution and growth of vegetation. In this paper, multi‐source remote sensing data were used to analyze the spatial–temporal changes and relationships of water storage, ecology and environment from 2002 to 2020. The numerical results showed the TWSA and GWSA in the study area had a declining trend and the rates were −7.512 mm yr‐1 and −8.268 mm yr‐1, respectively. On the contrary, the SMS showed an increasing trend, and the rate was 0.840 mm yr‐1. By trend variation and correlation analysis, we found GWSA is the main part in the variation of TWSA. By further analysis, it was found that the climate factors are not the major factors causing the variation of GWSA, but coal mining and artificial irrigation activities, which are especially clear in the Taihang Mountains in eastern Shanxi Province. The ecology and environment have been improving, and water storage and climate factors have played a different role in different regions. The warm climate conditions and the increased 0–40 cm of soil water have promoted the growth of vegetation and the improvement of the ecology and environment. The research results are helpful to understand the impacts of water storage on the ecology and environment in high‐intensity coal mining areas. [ABSTRACT FROM AUTHOR]