Previous studies documented that near‐surface temperatures over the Sahara and Arabian deserts have been amplified in a warming climate, which is termed desert amplification (DA). DA has been linked possibly to the large‐scale greenhouse effects associated with increasing water vapour. With very limited moisture availability over the driest desert, two key questions unanswered are the desert moisture sources and the relative contributions of thermodynamic and dynamic processes to the changes in moisture transport. In this study, the atmospheric water vapour budget over the Sahara Desert from 1981–2020 is analysed to address these two questions. Results indicate that the water vapour content over the Sahara Desert has increased significantly since 1981, primarily during the boreal summer and in the lower to middle troposphere. The water vapour budget analysis indicates that in the boreal summer, most of the added moisture is transported into the Sahara Desert through the intensifying northerly inflow across the northern boundary of the desert, while the other boundaries are all export channels. The northerly inward moisture transport is associated with the ridge in the lower troposphere and the Saharan high above the lower troposphere. Further analysis indicates that both dynamic and thermodynamic factors contribute to the increase of the inward moisture flux at the northern boundary, while the associated interannual variability is dominated by the dynamic component related to the circulation pattern changes. The changes of the circulation pattern in the lower troposphere are manifested as the westward extension of the low over the Arabian Peninsula and as the strengthening of the Saharan high above the lower troposphere, both contributing to the increase of the northerly inward moisture transport. Significant moistening has taken place in the lower to middle troposphere over the Sahara Desert during the boreal summer since 1981. The added moisture is transported into the Sahara Desert across the northern boundary via the intensifying southward moisture flux, while other boundaries are all export channels. Both dynamic and thermodynamic factors contribute to the increase of the northerly inward moisture flux, while the associated interannual variability is dominated by the dynamic component.