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Water resource management is crucial for the economic and social development of Xinjiang, an arid area located in the Northwest China. In this paper, the time variations of gravity recovery and climate experiment (GRACE)-derived monthly gravity field models from 2003 January to 2013 December are analysed to study the terrestrial water storage (TWS) changes in Xinjiang using the multichannel singular spectrum analysis (MSSA) with a Gaussian smoothing radius of 400 km. As an extended singular spectrum analysis (SSA), MSSA is more flexible to deal with multivariate time-series in terms of estimating periodic components and trend, reducing noise and identifying patterns of similar spatiotemporal behaviour thanks to the data-adaptive nature of the base functions. Combining MSSA and Gaussian filter can not only obviously remove the north-south striping errors in the GRACE solutions but also reduce the leakage errors, which can increase the signal-to-noise ratio by comparing with the traditional procedure, that is, empirical decorrelation method followed with the Gaussian filtering. The spatiotemporal characteristics of TWS changes in Xinjiang were validated against the Global Land Dynamics Assimilation System, the Climate Prediction Center and in-situ precipitation data. The water storage in Xinjiang shows the relatively large fluctuation from 2003 January to 2013 December, with a drop from 2006 January to 2008 December due to the drought event and an obvious rise from 2009 January to 2010 December because of the high precipitation. Spatially, the TWS has been increasing in the south Xinjiang, but decreasing in the north Xinjiang. The minimum rate of water storage change is -4.4 mm yr(-1) occurring in the central Tianshan Mountain.