Soil water is a crucial factor for the growth of vegetation and sustainable development in water‐limited areas. After large‐scale vegetation restoration on the Chinese Loess Plateau, understanding the relationship between vegetation and deep soil moisture has become a crucial focus in current research. In this study, artificial forest (Pinus tabulaeformis [PT], Robinia pseudoacacia [RP] and Platycladus orientalis [PO]), apple orchard (AO), secondary forest (SF) and farmland (FL) were selected as the research objects, and grassland (GL) as the control, using soil‐drilling techniques. We systematically monitored the soil water content of 0–10 m soil layer over two hydrological years, and explored the effects of different vegetation types on soil water deficiency. The results showed that: (1) The deep soil water various significantly among different vegetation types. Compared with GL, the soil water content in all forest land was generally lower, and this difference became more pronounced in deeper soil layer (>7 m), which indicating the depth of the influence of vegetation on soil water has reached 10 m. (2) The mean soil water deficit size (SWDS) values of PT (0.14), RP (0.17), PO (0.07), AO (0.15), SF (0.10) and FL (0.27) in 0–1 m were all positive, indicating that surface soil water had accumulated during more than half of the sampling periods. In the 2–10 m soil layer, mean SWDS was negative in all vegetation types except in FL, leading to soil desiccation. SWDS was found to fluctuate with soil depth. (3) SWDS was affected by a combination of soil properties and vegetation growth. Our results indicate that the current afforestation model could lead to the deficiency of deep soil water. Therefore, it is imperative to make reasonable vegetation structure according to the available local soil and water resources in future vegetation allocation and management.