Snowfall is a critical component of the hydrological cycle and water resources supply in mountainous areas. The snowfall regime varies according to time and space, and its uncertainties exist under climate change conditions. It is a necessary process to monitor the moisture characteristics of snowfall so as to investigate the information on snowfall, but a separate study on the snow moisture characteristics did not sufficiently describe over the Tianshan Mountains (TS). This study investigated the spatiotemporal variability of snowfall in the TS during the cold season from 1982 to 2018 based on the Weather Research and Forecasting (WRF) model simulations and analyzed moisture characteristics of snowfall using the regional moisture budget analysis. The results demonstrated that the snowfall amounted to 84.53 mm in the TS during the cold season and experienced a slight increase (P > 0.05). A significant increase in snowfall was noticed in the Eastern TS and the high-altitude regions. Western Eurasia and the Arabian Sea were primary moisture sources of snowfall, and the abundant moisture was transported by the mid-latitude westerly and the southwesterly to the interior. The anomalous cyclone over Europe transported more moisture flux to Central Asia. Meanwhile, the anomalous cyclone of Mongolia and the anticyclone in southwestern Central Asia caused a declining moisture divergence in the TS and an increase of the net moisture budget, which resulted in a snowfall and snow mass augmentation. The obtained study outcomes might improve understanding of snowfall information and provide a scientific reference for water resource management under a warming climate.