Evapotranspiration is one of the most important hydro-climatological components which directly affects agricultural productions. Therefore, its forecasting is critical for water managers and irrigation planners. In this study, adaptive neuro-fuzzy inference system (ANFIS) model has been hybridized by differential evolution (DE) optimization algorithm as a novel approach to forecast monthly reference evapotranspiration (ET0). Furthermore, this model has been compared with the classic stochastic time series model. For this, the ET0 rates were calculated on a monthly scale during 1995–2018, based on FAO-56 Penman–Monteith equation and meteorological data including minimum air temperature, maximum air temperature, mean air temperature, minimum relative humidity, maximum relative humidity & sunshine duration. The investigation was performed on 6 stations in different climates of Iran, including Bandar Anzali & Ramsar (per-humid), Gharakhil (sub-humid), Shiraz (semi-arid), Ahwaz (arid), and Yazd (extra-arid). The models’ performances were evaluated by the criteria percent bias (PB), root mean squared error (RMSE), normalized RMSE (NRMSE), and Nash-Sutcliff (NS) coefficient. Surveys confirm the high capability of the hybrid ANFIS-DE model in monthly ET0 forecasting; so that the DE algorithm was able to improve the accuracy of ANFIS, by 16% on average. Seasonal autoregressive integrated moving average (SARIMA) was the most suitable pattern among the time series stochastic models and superior to its competitors, ANFIS and ANFIS-DE. Consequently, the SARIMA was suggested more appropriate for monthly ET0 forecasting in all the climates, due to its simplicity and parsimony. Comparison between the different climates confirmed that the climate type significantly affects the forecasting accuracies: it’s revealed that all the models work better in extra-arid, arid and semi-arid climates, than the humid and per-humid areas.