Water vapor plays an important role in climate change and water cycling, but there are few water vapor products with both high spatial resolution and high accuracy that effectively monitor the change of water vapor. The high precision Global Navigation Satellite System (GNSS) Precipitable Water Vapor (PWV) is often used to calibrate the high spatial resolution Moderate-resolution Imaging Spectroradiometer (MODIS) PWV to produce new PWV product with high accuracy and high spatial resolution. In addition, the machine learning method has a good performance in modifying the accuracy of MODIS PWV. However, the accuracy improvement of different machine learning methods and different modeling timescale is different. In this article, we use three machine learning methods, namely, the Random Forest (RF), Generalized Regression Neural Network (GRNN), and Back-propagation Neural Network (BPNN) to calibrate MODIS PWV in 2019, at annual and monthly timescales. We also use the Multiple Linear Regression (MLR) method for comparison. The root mean squares (RMSs) at the annual timescale with the three machine learning methods are 4.1 mm (BPNN), 3.3 mm (RF), and 3.9 mm (GRNN), and the average RMSs become 2.9 mm (BPNN), 2.8 mm (RF), and 2.5 mm (GRNN) at the monthly timescale. Those results are all better than the MLR method (5.0 mm at the annual timescale and 4.6 mm at the monthly timescale). When there is an obvious variation pattern in the training sample, the RF method can capture the pattern to achieve the best results since the RF achieves the best performance at the annual timescale. Dividing such samples into several sub-samples each having higher internal consistency could further improve the performance of machine learning methods, especially for the GRNN, since GRNN achieves the best performance at the monthly timescale, and the performance of those three machine learning methods at the monthly timescale is better than that of annual timescale. The spatial and temporal variation patterns of the RMS values are significantly weakened after the modeling by machine learning methods for both three methods.