Soil temperature (ST) is one of the crucial variables of soil and it plays a fundamental role in different research scopes such as underground soil physical and agricultural applications. The study explores the modelling performance of a time series‐based model (i.e. bi‐linear, BL), and an artificial intelligence‐based approach including adaptive neuro‐fuzzy inference system (ANFIS), for modelling the daily ST of different soil depths (5, 10, 50 and 100 cm). The study also develops and proposes two diverse types of the hybrid models through coupling the ANFIS with the BL and wavelet analysis (W) to improve the accuracy of the ST modelling. Two stations in Iran (i.e. Isfahan and Urmia) were selected as the study locations. The results demonstrated that the ANFIS generally presented better results than the BL. Furthermore, the hybrid models (i.e. W‐ANFIS and ANFIS‐BL) gave superior performances than the classical ANFIS and BL for modelling the daily ST of the studied areas at various soil depths. In addition to the local evaluation of the ANFIS (i.e. modelling the ST at a specific depth by using the original ST data at that depth), an external analysis was also conducted. In doing so, the daily ST data at a 5 cm depth were modelled via the corresponding ST data at a 10 cm depth, and vice versa. The results denoted the applicability of the ST data at another depth for modelling the ST of each specific/target depth.