Taking the grassland, the Xanthoceras sorbifolia, the Hippophae rhamnoides and the Caragana korshinskii shrub in Lijiabao, the hilly-gully region in the Loess Plateau, as the research objects, the field sampling and the indoor analysis were used to study the soil physical characteristics and infiltration characteristics under four vegetation types. The results showed that with the increase of soil depth, soil bulk density increased generally, while soil porosity and aeration decreased. In the four vegetation types, the soil bulk density of grassland was the largest, with the smallest porosity and aeration, while the soil bulk density of Caragana korshinskii shrub soil was the smallest, with the highest porosity and aeration. The physical characteristics of soil water were the largest in Caragana korshinskii, the following was in Xanthoceras sorbifolia and Hippophae rhamnoides, and the lowest in grassland. The maximum water holding capacity, capillary holding capacity, minimum water holding capacity, maximum water storage capacity and drainage capacity of 0-40 cm soil layers in Caragana korshinskii shrub were 23.00%, 22.51%, 15.02%, 12.76% and 61.28% respectively higher than those in grassland, and the variance analysis showed significant difference. The logarithmic relationships were found for the soil moisture infiltration processed under the four vegetation types, the R² of soil permeability coefficient were between 0.937 9 and 0.986 9, and the F test reached the extremely significant level (P<0.001). The infiltration rate and water conservation capacity of Caragana korshinskii shrub were significantly higher than those of grassland, which could improve soil physical characteristics and increase the construction of Caragana korshinskii forest.