Soil moisture (SM) is a pivotal variable in land-atmosphere interactions, shaping global cycles of water, carbon, and energy. However, research on differences in the internal mechanisms by which multiple factors regulate multi-depth SM variability remains limited. In particular, the synergistic and interactive influences of multiple factors on multi-depth soil moisture variability are still not well understood. This study examined the spatiotemporal patterns and dominant seasonal differences of surface (0-10 cm) and root zone (10-200 cm) SM across the Loess Plateau. It further explored the nonlinear relationships and interactive effects between multiple environmental factors and SM, and clarified the divergent mechanisms of independent and synergistic effects of multiple factors on multi-depth SM. The results show that the mean surface SM (0.238 m3/m3) was lower than that of the root zone (0.255 m3/m3), with both increasing gradually from north to south. Temporal changepoints of root zone SM exhibited a clear lag relative to those of surface SM. The seasonal consistency of the spatial pattern weakened for surface SM but became stronger for the root zone, which also showed pronounced inter-annual oscillations. Precipitation and vegetation were identified as the dominant factors controlling variability in surface and root zone SM, contributing 27.54% and 29.83%, respectively. The influence of circulation factors on SM was comparatively weak, although root zone SM displayed greater sensitivity to these factors. In addition, significant interactions were detected between vegetation and climatic factors, with vegetation modifying the direction of climatic effects on SM variability. The coupling of multiple factors markedly increased the explained variance of SM variability across different timescales, with root zone SM showing stronger responses to synergistic effects. Coupled patterns involving the Arctic Oscillation (AO) and ENSO exert long-period influences on SM variability. This study emphasizes the complex mechanisms driving SM variability and provides insights into regional hydrological processes, with important implications for climate change adaptation and ecological conservation planning on the Loess Plateau.