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The tremendous scale of protected vegetable cultivation incidentally produces considerable vegetable residue, which refers to the remaining parts of plants after the final harvest. The low use rate of vegetable residue results in nutrient waste and environmental pressure in China. In this study, we put forward vegetable residue directly returned to the soil and investigated its feasibility. Residue return was steadily conducted 5 times in a Chinese solar greenhouse with the cucumber–tomato rotation pattern. Results showed that residue return increased the soil alkali-hydrolysed nitrogen and available potassium contents by 4.97–26.22% and 9.31–21.92%, respectively, along with slightly reduced soil pH and bulk density by 1.00–5.39% and 6.72–11.81%, respectively. Gemmatimonadetes, Firmicutes, Acidobacteria, Basidiomycota, and Mortierellomycota were the major phyla with noticeable changes when residue return was conducted 5 times. Fruit yield began to obtain remarkable increase by 5.81–9.26 t·ha−1 after residue return was conducted 3 times, bringing about additional profits of 5382.0–8519.2 USD·ha−1. Residue return could cut down the disposal expense of vegetable residues by 480.89 USD·ha−1. Moreover, residue return could supplement nutrients to soil, potentially contributing to reducing chemical fertilizer inputs. In conclusion, in situ vegetable residue return could be considered to be a feasible and sustainable use technique for vegetable residues in the Chinese solar greenhouse.