The improvement of the accuracy in predicting groundwater depth has significant guiding implications for the management, ecological environment protection and economic and social development of regional water resources. Employing the empirical wavelet transform (EWT) for nonlinear processing, Savitzky–Golay (S–G) filtering to reduce high-frequency noise, gate recurrent unit (GRU) neural network for linear feature signal processing, and least squares support vector machine (LSSVM) for nonlinear signal handling, a comprehensive model combining EWT-S–G-GRU and LSSVM was established. The results demonstrate that the proposed model exhibits superior accuracy in groundwater depth prediction, with an average relative error of only 2.14% and Nash–Sutcliffe efficiency (NSE) is 0.93. This outperforms the other four models, with average relative errors of 12.88, 11.90, 7.07, and 11.10%, and NSE values of 0.58, 0.56, 0.71, and 0.73, respectively. The superiority of the model established in this study is attributed to its effective handling of both nonlinear and linear features of groundwater, thereby enhancing predictive accuracy. The EWT-S–G-GRU and LSSVM model proves to be more reliable in revealing the spatial distribution and dynamic changes of future groundwater, providing a robust reference for the rational development and utilization of groundwater in the urban area of Xinxiang City.