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The Loess Plateau of China suffers serious soil erosion primarily resulting from irrational land uses. Soil water plays a critical role influencing vegetation-restoration processes, but varies with temporal and spatial characteristics, of concern to many researchers. However, few studies consider the influence of deep soil water and varied weather patterns in a semi-arid region. Four vegetation types chosen for this study include artificial caragana shrubland, artificial alfalfa grassland, naturally restored vegetation land (Artemisia capillaries, Agropyron chistatum, Heteropapus altaicus Novop, Stipa bungeana, Stipa breviflora griseb and Lespedeza davurica), and bare land. Soil-water content at the top 400 cm depth was monitored continuously from 2004 to 2007 using a neutron probe. Water and wind soil erosion were investigated gravimetrically. Results showed that soil water varied greatly during May through October with different land-use types and annual precipitations. Soil water reached a lower level in both artificial vegetation lands in dry years but recharged with great variation in normal years. Soil water in two other lands tended to have similar changes with less variation as compared with the artificial vegetation lands. Soil water was intensively consumed with depth and continuously decreased in the deeper layers under the two artificial vegetations. The consumption in the artificial caragana shrubland was more intensive, while that in the artificial alfalfa grassland took place at greater depths. The naturally restored vegetation land had less soil-water consumption (close to the level in the bare land) as compared with the artificial vegetation lands. Soil-water content and its variability were increased along the slope with less variation over time. In general, both artificial vegetations effectively reduced the runoff and water-wind soil erosion in the third year after planting, while the naturally restored vegetation consistently showed weak conservation effects in the initial stage.