Carbon dioxide (CO₂), nitrous oxide (N₂O) and methane (CH₄) are three important greenhouse gases (GHGs) associated with rising temperature. Their temperature sensitivities (Q₁₀) play important roles in predicting soil–atmosphere gas exchange under global warming. Few studies have simultaneously evaluated the variation in Q₁₀ of CO₂, N₂O and CH₄ emissions across different soil depths. Here, we sampled soils from 13 sites along a climatic transect in temperate grasslands of northern China, including meadow steppe, typical steppe and desert steppe. Soil samples were collected from five depths (0–10, 10–20, 20–40, 40–60 and 60–100 cm) and incubated at four temperatures (5, 15, 25 and 35 °C). We determined GHG emission rates, corresponding biotic (microbial biomass, microbial abundance and composition, and extracellular enzyme activities) and abiotic (soil carbon, nitrogen content, and soil pH) factors. The average Q₁₀ of CO₂ and N₂O emissions differed non-significantly among steppe types, while the effect of steppe type on Q₁₀ of CH₄ emission was strongly affected by measured temperature ranges. Q₁₀ of CO₂ and N₂O emissions declined with soil depth, but showed no significant differences for CH₄. The mechanisms driving the variations in Q₁₀ of GHG emissions among soil depths changed with steppe types. Q₁₀ of CO₂ emission was significantly correlated with substrate quality and microbial biomass in meadow steppe and desert steppe, and with microbial abundance and composition in typical steppe. Q₁₀ of N₂O emission was significantly influenced by microbial biomass in meadow steppe, soil pH in typical steppe, and substrate quality and microbial biomass in desert steppe, respectively. Q₁₀ of CH₄ emission was significantly associated with microbial biomass in typical steppe, and with substrate quality in meadow steppe and desert steppe, respectively. Our findings emphasized the importance of considering steppe type when assessing vertical dynamics of Q₁₀ of GHG emissions.