A robust understanding of the sub-seasonal cold season (November–March) precipitation variability over the High Mountains of Asia (HMA) is lacking. Here, we identify dynamic and thermodynamic pathways through which natural modes of climate variability establish their teleconnections over the HMA. First, we identify evaporative sources that contribute to the cold season precipitation over the HMA and surrounding areas. The predominant moisture contribution comes from the mid-latitude regions, including the Mediterranean/Caspian Seas and Mediterranean land. Second, we establish that several tropical and extratropical forcings display a sub-seasonally fluctuating influence on precipitation distribution over the region during the cold season. Many of them varyingly interact, so their impacts cannot be explained independently or at seasonal timescales. Lastly, a single set of evaporative sources is not identifiable as the key determinant in propagating a remote teleconnection because the sources of moisture anomalies depend on the pattern of sub-seasonally varying dynamical forcing in the atmosphere.