In recent years, the continued loss and fragmentation of steppe has caused decreased ecosystem functions and species losses in insect diversity. In the 2000s, the Chinese government developed a series of national projects, such as the construction of enclosures, to conserve natural ecosystems, including steppe. However, the effects of these enclosures on steppe arthropod community are largely unknown. In the present study, we selected enclosed and low‐grazing regions at eight National Grassland Fixed Monitoring Stations to examine the compositional differences in four insect functional groups and their associated ecological functions. The results showed that diversity significantly differed between the enclosed and low‐grazing regions, with the number of insect families being significantly higher in enclosed regions than in regions with low‐grazing pressure. The responses of the insect community to steppe management also varied among the four groups (herbivores, predators, parasitoids, and pollinators). The abundances of herbivores, predators, and parasitoids were higher in enclosed regions than in low‐grazing regions, while there was no significant difference in pollinators. Additionally, there were no significant differences in the predator/prey ratio between enclosed regions and low‐grazing regions in any of the steppe types. The parasitic wasp/prey ratio was higher in enclosed regions than in low‐grazing regions in meadow steppe and typical steppe, while there were no significant differences between the enclosed and low‐grazing regions in desert steppe and steppe desert. Herbivores were observed to benefit much more from enclosures than predators, parasitoids, and pollinators. Therefore, we recommend low‐grazing should be considered in steppe conservation, which could conserve biodiversity and achieve biocontrol functions of arthropod community.