In watershed modelling, the traditional practice of arbitrarily filling topographic depressions in digital elevation models has raised concerns. Advanced high‐resolution remote sensing techniques, including airborne scanning laser altimetry, can identify naturally occurring depressions that impact overland flow. In this study, we used an ensemble physical and statistical modelling approach, including a 2D hydraulic model and two‐point connectivity statistics, to quantify the effects of depressions on high‐resolution overland flow patterns across spatial scales and their temporal variations in single storm events. Computations for both models were implemented using graphic processing unit‐accelerated computing. The changes in connectivity statistics for overland flow patterns between airborne scanning laser altimetry‐derived digital elevation models with (original) and without (filled) depressions were used to represent the shifts of overland flow response to depressions. The results show that depressions can either decrease or increase (to a lesser degree and shorter duration) the probability that any two points (grid locations) are hydraulically connected by overland flow pathways. We used macro‐connectivity states (Φ) as a watershed‐specific indicator to describe the spatiotemporal thresholds of connectivity variability caused by depressions. Four states of Φ are identified in a studied watershed, and each state represents different magnitudes of connectivity and connectivity changes (caused by depressions). The magnitude of connectivity variability corresponds to the states of Φ, which depend on the topological relationship between depressions, the rising/recession limb, and the total rainfall amount in a storm event. In addition, spatial distributions of connectivity variability correlate with the density of depression locations and their physical structures, which cause changes in streamflow discharge magnitude. Therefore, this study suggests that depressions are “nontrivial” in watershed modelling, and their impacts on overland flow should not be neglected. Connectivity statistics at different spatial scales and time points within a watershed provide new insights for characterizing the distributed and accumulated effects of depressions on overland flow.