Soil moisture is a key issue for eco-hydrological research in arid and semi-arid regions, and is primarily concerned with water availability for vegetation. Shallow and deep soil moisture occurs according to the maximum infiltration depth. Soil moisture has three-dimensional characteristics: inter-layer variability, horizontal heterogeneity and temporal variability. Soil moisture is affected by various factors including terrain, soil characteristics, climate and vegetation, and the effects of these change with time (e.g., rainfall patterns) and space (e.g., soil depth). In arid and semi-arid regions, deep soil moisture is of particular importance to vegetation restoration and the evaluation of vegetation sustainability; however, accurate prediction of the spatial distribution of deep soil moisture in the Loess Plateau of China still faces numerous challenges. Therefore, future research should focus on the mechanisms, models and scale effects of soil moisture, particularly for deep soil moisture.