Using a combination of field surveys and laboratory analysis, in the Zhanggutai area of Liaoning province, 20 forest plantations of Pinus sylvestris var. mongolica in different growth stages (including young forests, mid-aged forests, mature forests, and over-mature forests) and 7 neighboring control grasslands were selected. In this paper, the changes in soil bulk density and its influencing factors were studied in the 0-100 cm soil layer of different growth stages after sandy grassland afforestation with P. sylvestris var. mongolica. The results showed that after sandy grassland afforestation, the variance coefficient of soil bulk density was 78% in the 0-10 cm soil layer and the variance coefficient in other soil layers ranged from 1.08% to 4.35%. As the stand age increased, the magnitude of soil bulk density decreased gradually in 0-20 and 60-100 cm soil layers, however, the magnitude decreased firstly and then increased after 37 years in 20-60 cm soil layers, and the magnitude in over-mature forests was significantly higher than that in mature forests. In different soil layers, the coefficients of determination of stand ages for the magnitude of soil bulk density in decreasing order were 40-60, 60-80, 20-40, 10-20, 0-10, and 80-100 cm soil layers. The coarse-textured soil (particle size>0.05 mm) in the 60-80 cm soil layer; soil total nitrogen content in 0-10, 20-40, and 60-80 cm soil layers; soil total phosphorus content in 0-10, 20-60, and 80-100 cm soil layers; and soil total potassium content in 20-40 and 80-100 cm soil layers were significantly negatively correlated with soil bulk density, and the impact of soil total nitrogen and soil total phosphorus content on soil bulk density changes gradually decreased as the soil layer depth increased. However, soil moisture in the 10-20 cm soil layer and soil organic carbon content in the 20-40 cm soil layer were significantly positively correlated with soil bulk density. On the whole, sandy grassland afforestation with P. sylvestris var. mongolica can improve soil structure and quality. It is suggested that enclosure and grazing prohibition are effective to increase leaf litter accumulation and improve soil nutrient content in P. sylvestris var. mongolica plantations. In addition, 37 year old P. sylvestris var. mongolica plantations need to be regenerated gradually.