Tiny ocean plankton (picoplankton) are fundamental for the functioning of the biosphere, but the ecological mechanisms shaping their biogeography are partially understood. Comprehending whether these microorganisms are structured by niche vs. neutral processes is highly relevant in the context of global change. The ecological drivers structuring picoplankton communities differ between prokaryotes and minute eukaryotes (picoeukaryotes) in the global surface ocean: while prokaryotic communities are shaped by a balanced combination of dispersal, selection, and drift, picoeukaryotic communities are mainly shaped by dispersal limitation. Yet, whether or not the relative importance of these processes in structuring picoplankton varies as we dive into the deep ocean was unknown. Here we investigate the mechanisms structuring picoplanktonic communities inhabiting different ocean depths. We analyzed 451 samples from the tropical and subtropical global ocean and the Mediterranean Sea covering the epi- (0-200m), meso- (200-1,000m), and bathypelagic (1,000-4,000m) depth zones. We found that selection decreased with depth possibly due to lower habitat heterogeneity. In turn, dispersal limitation increased with depth, possibly due to dispersal barriers such as water masses and bottom topography. Picoplankton β-diversity positively correlated with environmental heterogeneity and water mass variability in both the open-ocean and the Mediterranean Sea. However, this relationship tended to be weaker for picoeukaryotes than for prokaryotes. Community patterns were generally more pronounced in the Mediterranean Sea, probably because of its substantial cross-basin environmental heterogeneity and deep-water isolation. Altogether, we found that different combinations of ecological mechanisms shape the biogeography of the smallest members of the ocean microbiome across ocean depths.