Climate change is a key factor affecting soil carbon (C) and nitrogen (N) changes after grassland conversion to cropland. However, current knowledge is mainly confined to topsoil, with subsoil receiving insufficient attention. This study aimed to clarify the responses of C and N dynamics in topsoil and subsoil to climate change when grassland was converted to cropland. A large-scale paired soil survey of grassland (typical steppe, meadow steppe, desert steppe) and cropland across three soil depths (0-10 cm, 10-30 cm, 30-50 cm) was conducted in the agro-pastoral ecotone of northern China. In the three soil layers, soil C and N contents in both grassland and cropland had positive correlations with precipitation and negative associations with temperature. Climate variables were responsible for 31.4%, 37.9%, and 17.3% of the C and N variations in grassland soils at depths of 0-10 cm, 10-30 cm, and 30-50 cm, respectively. 45.9%, 49.1%, and 50.5% of the corresponding C and N variations in cropland soils were attributed to climate variables, with the maximal increase in explanation occurring in subsoil. Across different grassland types, there were essentially no significant differences in soil C and N contents at three soil depths between grassland and cropland. Furthermore, a positive correlation of soil C and N contents across soil depths and grassland types was observed in both grassland and cropland. Grassland conversion to cropland enhanced the effects of climate change on soil C and N changes, with greater influences of climate change on subsoil than topsoil. Grassland cultivation could not break C-N coupling in topsoil and subsoil under climate change.