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Forecasting water deficit is challenging because it is modulated by uncertain climate, different environmental and anthropic factors, especially in arid and semi-arid northwestern China. The monthly water deficit index <i>D</i> at 44 sites in northwestern China over 1961−2020 were calculated. The key large-scale circulation indices related to <i>D</i> were screened using Pearson’s correlation (<i>r</i>). Subsequently, we predicted monthly <i>D</i> with the multi-variable linear regression (MLR) and random forest (RF) models at certain lagged times after being strictly calibrated and validated. The results showed the following: (1) The <i>r</i> between the monthly <i>D</i> and the screened key circulation indices varied from 0.71 to 0.85 and the lagged time ranged from 1 to 12 months. (2) The calibrated and validated performance of the established MLR and RF models were all good at the 44 sites. Overall, the RF model outperformed the MLR model with a higher coefficient of determination (<i>R</i>² > 0.8 at 38 sites) and mean absolute percentage error (<i>MAPE</i> < 50% at 30 sites). (3) The Pacific Polar Vortex Intensity (PPVI) had the greatest impact on <i>D</i> in northwestern China, followed by SSRP, WPWPA, NANRP, and PPVA. (4) The forecasted monthly <i>D</i> values based on RF models indicated that the water deficit in northwestern China would be most severe (−239.7 to −62.3 mm) in August 2022. In conclusion, using multiple large-scale climate signals to drive a machine learning model is a promising method for predicting water deficit conditions in northwestern China.