Study region: Mu Us Sandy Land, China. Study focus: The increasingly severe risk of drought poses a serious threat to the sustainable development of agriculture. Precise drought monitoring and ecological risk management are crucial for optimizing ecological restoration and water resource allocation. However, research on the soil drought characteristics at different soil depths in the Mu Us Sandy Land (MUSL) is still insufficient. By constructing the Hierarchical Multi-scale Drought Framework (HMS-DF), analyzes the temporal and spatial evolution, response characteristics, and driving mechanisms of drought in MUSL. New hydrological insights for the region: Key findings reveal a vertical stratification of drought processes: (1) A significant wetting trend is strongest and most stable in deep layers, which act as a hydrological memory bank. (2) Drought duration and intensity exhibit an inverse vertical relationship: surface droughts are short but intense, while deep droughts are prolonged with high cumulative severity. (3) The root zone layer is the key hydrological interface, showing the strongest coupling with deep soil moisture, a linkage that strengthens over longer time scales. (4) Drivers are scale- and depth-dependent: surface drought is controlled by local hydrology and rapid atmospheric forcing, whereas deep drought is governed by accumulated soil water and lowfrequency climate variability. These insights underscore the necessity of a stratified, multi-scale framework for accurate drought monitoring in this region.