Sustainable management of water resources is crucial for humanity. However, traditional methods for achieving this are becoming obsolete. This is because they are underpinned by the assumption that we have a good understanding of how water availability and demand will change in the future. However, based on our current experience with climate change, this is not the case. In fact, rather than having a good understanding of what the future might look like, it is, in fact, deeply uncertain. Consequently, a new paradigm for water resources management is needed; one that accounts for deep uncertainty by embracing scenario thinking. We categorize and summarize different causes of deep uncertainty in water resources management and provide examples of how an emerging paradigm rooted in scenario thinking can deal with these. We hope to stimulate discussion to enable this new paradigm to be developed further and embedded in standard practice.