Temperature and precipitation change more strongly in the Arctic than at lower latitudes, with central Arctic boreal winter precipitation projected to double in the 21st century in a high-emission scenario. This enhanced hydrological sensitivity has been explained in terms of the Arctic moisture budget and attributed to either moisture advection or surface evaporation. Here, we show that boreal winter moisture availability is less sensitive to surface temperature change in the Arctic than at lower latitudes, questioning a central role of the moisture budget. Hydrological sensitivity, that is, precipitation change per unit temperature change, is similar in models with or without sea-ice changes, suggesting a secondary role of surface flux changes. Instead, we propose that the Arctic's larger hydrological sensitivity is energetically driven. Increases in latent heat release from precipitation locally balance increased atmospheric radiative cooling in Arctic winter, consistent with process-level understanding of radiatively driven cloud and precipitation formation.