Machine learning models have recently gained popularity in hydrological modelling at the catchment scale, fuelled by the increasing availability of large-sample data sets and the increasing accessibility of deep learning frameworks, computing environments, and open-source tools. In particular, several large-sample studies at daily and monthly time scales across the globe showed successful applications of the LSTM architecture as a regional model learning of the hydrological behaviour at the catchment scale. Yet, a deeper understanding of how machine learning models close the water balance and how they deal with inter-catchment groundwater flows is needed to move towards better process understanding. We investigate the performance and behaviour of the LSTM architecture at a monthly time step on a large sample French data set coined CHAMEAU – following the CAMELS initiative. To provide additional information to the learning step of the LSTM, we use the parameter sets and fluxes from the conceptual GR2M model that has a dedicated formulation to deal with inter-catchment groundwater flows. We see this study as a contribution towards the development of hybrid hydrological models.