In addition to global climate change, the anthropogenic shrub (Caragana korshinskii) introduction in the eastern desert grassland accelerated the shrublands encroachment process in Ningxia, which influence the soil moisture storage and distribution. In this study, we aimed at understanding the soil moisture dynamic and deficit during the process of shrub introduction. We selected different sites in grassland including enclosed grassland, grazed grassland, shrublands with different planting years (3a, 12a, 22a), and shrublands with different planting intervals (40m, 6m, 2m) and analyzed the dynamics of soil moisture, compared soil water deficit index (CSWDI) and plot compared soil water deficit index (PCSWDI). We found that the soil water content of 0-200 cm soil layer of the shrublands with different planting years and intervals were 7.80%-10.90%, significantly lower than that of the enclosed grassland and grazing lands ranging from 11.90% to 16.09%, especially in spring soil moisture recovery period. The effective water storage of 0-100 cm soil layer of the shrublands were less than that of 20.00 mm (-16.98-18.69 mm), which was lower than that of the enclosed grassland (34.67 mm). Except the enclosed grassland were no relative deficit, the other lands were all relative deficit, ranging 6.69 mm to 97.16 mm. The CSWDI of different soil layers in different lands were 0.03-12.10, similar to relative deficit amount. The changes of PCSWDI in different lands showed an increasing trend of the soil water deficit with the increase of shrub introduction years and density. This study showed that the process of shrub introduction in desert steppe intensified the soil moisture deficit resulting in excessive consumption and utilization of the deeper soil moisture.