These datasets enables the assessment of sectoral water use responses during droughts, heatwaves and compound events at global, regional and local scales. File names contain the spatial scale of the analysis, water dimension, water sector and period of analysis. Datasets show the median percentile of a sectoral water use (i.e., irrigation, domestic, thermoelectric, manufacturing, livestock) during an extreme event and a normal (non-extreme event) period. Files are in comma-separated values (csv) format for easy reading. In addition, mid-step calculation results, such us identified droughts, heatwaves and compound events, are also included. File names contain the periods of evaluation and input datasets used. These resulting datasets are in NetCDF (nc) format, with a resolution of 30 arcmin (gridded) at a global scale and at a monthly time step. Moreover, input files on sectoral water demands at local and regional scales are also included. Datasets included here allow the reproducibility of the analysis of sectoral water use responses during drought, heatwaves and compound events. Scripts used can be found on GitHub (https://doi.org/10.5281/zenodo.8122407).