In the last decades, advancements in computational science have greatly expanded the use of artificial neural networks (ANNs) in hydrogeology, including applications on groundwater forecast, variable selection, extended lead-times, and regime-specific analysis. However, ANN-model performance often omits the sensitivity to observational uncertainties in hydroclimate forcings. The goal of this paper is to implement a data-driven modeling framework for assessing the sensitivity of ANN-based groundwater forecasts to the uncertainties in observational inputs across space, time, and hydrological regimes. The objectives are two-folded. The first objective is to couple an ANN model with the PAWN sensitivity analysis (SA). The second objective is to evaluate the scale- and process-dependent sensitivities of groundwater forecasts to hydroclimate inputs, computing the sensitivity index in groundwater wells (1) across the whole time-series (for the global sensitivity analysis); (2) across the output sub-regions with conditions of water deficit and water surplus (for the ‘regional’ sensitivity analysis); and (3) at each time step (for the time-varying sensitivity analysis). The implementation of the ANN-PAWN occurs in 68 wells across the Northern High Plains aquifer, USA, with pre-time-step rainfall, evapotranspiration, snowmelt, streamflow, and groundwater measurements as inputs. Results show that evapotranspiration and rainfall are the major sources of uncertainty, with the latter being particularly relevant in water surplus conditions and the former in water deficit conditions. The time-varying sensitivity analysis leads to the identification of localized sensitivities to other sources of uncertainty, as snowmelt in spring or river flow during the annual peak period at the groundwater level.