Large-scale afforestation has undoubtedly aided in combating desertification but it also exerts negative effects on the hydrological cycle, particularly on deep percolation (DP) and soil water dynamics. This study aims to fill the gap in current research on the effect of different sand-fixing vegetation types on DP and soil water in two different precipitation regions through in-situ tests and direct measurements. The experiment focused on various vegetation types in two sites with different precipitation levels: the Mu Us Sandy Land with four plots (mobile sand [MS], Artemisia ordosica semishrub fixed [AOF], Salix psammophila shrub fixed [SPF], and Pinus sylvestrix var. Mongolica arbor fixed [PSMF] sands) and the Horqin Sandy Land with three plots (mobile sand, Caragana microphylla shrub fixed [CMF] and Populus bolleana Lauche arbor fixed [PBLF] sands). To accurately estimate DP and soil water under various vegetation types, DP was measured using a deep percolation recorder and the relative extractable soil water (RESW) was calculated based on soil water. The rainfall threshold (10 mm) of MS for the occurrence of DP was the same in both sites but the precipitation amount during a rainfall event causing significant increases in DP was different. The canopy interception and root uptake of vegetation significantly reduced DP amount compared with MS at the daily and monthly scales. The DP amount in vegetated plots in the two areas could be ranked as follows: semishrub > shrub > arbor. Compared with MS, the soil profile (0–200 cm) of vegetated plots showed significant decreases in RESW. Within the soil layer of 40–200 cm, RESW was significantly higher in shrub plots than in arbor plots. Arbor plots had an imbalanced water budget, consuming more deep soil water (120–200 cm). Our findings provide a scientific foundation for ecological restoration and water resource management.