Enhancing enemy diversity to increase pest biological control by managing the semi-natural habitats is a fundamental issue in current ecological agricultural research. To understand the influence of different vegetated field margins on the abundance of ground-dwelling enemies and their biocontrol effects on the wheat aphid of neighboring wheat fields, we investigated the abundance and distribution of two important natural enemy groups, carabids and spiders, using pitfall traps at the sites 0, 15, and 30 m from border in wheat fields with different vegetated field margins (woodland, planted grassy strips, and natural succession grassy strips) at Zhaoquanying Town, Shunyi District, Beijing. We also recorded individual aphids in the field and detected the influence of the vegetation structure of field margins on the carabid and spider compositions. The results showed that carabid, spider, and aphid densities were all significantly higher in wheat fields neighboring woodland than other habitats. The carabid and spider compositions were distinct among wheat fields with different vegetated field margins. Field margin width and tree coverage were the main factors influencing the carabid and spider distributions in the neighboring wheat fields. There was no significant difference between carabid and spider densities in either dispersal direction. However, the spider density decreased from the field border to the inner wheat fields neighboring woodland. In the wheat fields bordering planted grassy strips and natural succession grassy strips, the spider density was significantly higher at field borders than that in inner fields. The results showed that the interface between the semi-natural field margin and wheat fields had a higher spider density and they tended to disperse into farmland. However, higher enemy densities were not associated with lower pest populations. A better understanding of the relationship between enemies and pests, and the factors influencing the enemy-pest relationship is essential for enemy conservation and pest biological control in the future. In addition, because of the highly heterogeneous species composition of natural enemies among the different vegetated field margins, it is important to investigate the different roles of vegetated field margins in maintaining natural enemies and their activity at the habitat interfaces.