Marine sponges play a vital role in the reef's benthic community; however, understanding how their diversity and abundance vary with depth is a major challenge, especially on marginal reefs in areas deeper than 30 m. To help bridge this gap, we used underwater videos at 24 locations between 2‐ and 62‐meter depths on a marginal reef system in the Southwestern Atlantic to investigate the effect of depth on the sponge metacommunity. Specifically, we quantified the abundance, density, and taxonomic composition of sponge communities, and decomposed their gamma (γ) diversity into alpha (α) and beta (β) components. We also assessed whether beta diversity was driven by species replacement (turnover) or by nesting of local communities (nestedness). We identified 2020 marine sponge individuals, which belong to 36 species and 24 genera. As expected, deep areas (i.e., those greater than 30 m) presented greater sponge abundance and more than eightfold the number of sponges per square meter compared to shallow areas. About 50% of the species that occurred in shallow areas (<30 m) also occurred in deep areas. Contrarily to expectations, alpha diversity of rare (0Dα), typical (1Dα), or dominant (2Dα) species did not vary with depth, but the shallow areas had greater beta diversity than the deep ones, especially for typical (1Dβ) and dominant (2Dβ) species. Between 92.7% and 95.7% of the beta diversity was given by species turnover both inside and between shallow and deep areas. Our results support previous studies that found greater sponge abundance and density in deep areas and reveal that species sorting is stronger at smaller depths, generating more beta diversity across local communities in shallow than deep areas. Because turnover is the major driver at any depth, the entire depth gradient should be considered in management and conservation strategies.