Water resources and vegetation jointly affect almost every aspect of nature and society, such as geomorphology, biodiversity, local climate, settlement, and so on. However, our understanding of their dependency relation is incomplete, which is merely on the unidirectional impact of a single water resource on vegetation. Inversely, vegetation productivity could feed back water resources by directly affecting evapotranspiration and indirectly regulating precipitation. The bidirectional influencing mechanism between global water resources and vegetation productivity is still unknown. This study focused on revealing the bidirectional dependency relation between water resources and vegetation productivity using multi-source data and causality modeling. Our analysis showed that the unidirectional dependence of vegetation on water resources, the unidirectional dependence of water resources on vegetation, and their bidirectional dependence at the global scale accounted for 40.9 %, 12.4 %, and 46.8 %, respectively. Moreover, different types of water resources and vegetation perform varying degrees of bidirectional dependency. For instance, precipitation influences 64.9 % of the vegetation in a unidirectional way, while soil moisture, surface runoff, and groundwater interact with vegetation at the level of 74.6 %, 44.8 %, and 45.6 %, respectively. Similarly, the bidirectional dependency between forest (54.5 %) and water resources was usually higher than that of cultivated land (45.9 %) and grassland (44.5 %), due to different transpiration and water interception abilities. It has great significance on water resources management, vegetation greening, and understanding of terrestrial ecological water circulation systems in the context of global climate change by quantifying the interaction mechanism between various water resources and vegetation productivity in this study.