In China, agricultural non-point source pollution has become an important reason for water environmental deterioration and lake eutrophication, with the contribution of nitrogen and phosphorus to the eutrophication of surface water being more than 50%. This study was conducted to evaluate the effects of herbaceous grass filter strips established by perennial ryegrass (Lolium perenne Linn), Jingcao No.2 (Elytrigia repens (L.) Nevski) and smooth bromegrass (Bromus inermis Leyss.) on the interception of runoff, sediment, nitrogen, and phosphorus in a simulated experiment in soil boxes with runoff generators. The results showed that: (1) The runoff, nitrogen, and phosphorus loss on the plot were significantly reduced by the three types grass filter strips. The sediment loss of ryegrass filter strip was significantly less than that of Jincao No.2 and smooth bromegrass. The result of correlation analysis showed that the nitrogen, phosphorus interception rate was significantly correlated with the runoff, and sediment interception rate. (2) The loss of phosphorus in four kinds of treatments were lower than that of nitrogen, with more than 90% of nitrogen being lost in dissolved nitrogen, and phosphorus being mainly lost in particulate phosphorus. (3) Nitrogen was mainly intercepted by soil infiltration, and phosphorus was mainly intercepted by plant stem. (4) The nitrogen loss of Jingcao No.2 filter strip was less than that of ryegrass and smooth bromegrass filter strip, and the phosphorus loss of ryegrass filter strip was less than that of Jingcao No.2 and smooth bromegrass filter strip. Theredore, in order to improve the interception of nitrogen and phosphorus, ryegrass and Jingcao No.2 can be planted in a mixing way when building the herbaceous filter strips.