Spatial heterogeneities of vegetation and soil can strongly affect ecological functions of ecosystems, particularly for arid and semi-arid ecosystems where vegetation has a patchy distribution and livestock grazing is one of the major land use types. However, little is known about the impact of grazing on spatial patterns of vegetation and soil, even though grazing has variously been shown to create, maintain or destroy those patterns. We studied how grazing intensity affected the spatial patterns of vegetation and soil fertility at scales ranging from 0.1 to 18.7 m in a desert steppe in Inner Mongolia, China. Increasing grazing intensity decreased the range of spatial autocorrelation of plant aboveground biomass at the fine scale (<2 m), indicating that vegetation patches were more fragmented under higher grazing pressure. Spatial heterogeneity of soil water content and organic C concentration decreased along the gradient of increasing grazing intensity at the fine scale. Light grazing increased soil NH4+ availability and its overall variability. Soil NO3− only had significant cross-correlation with aboveground biomass in un-grazed plots at the fine scale, suggesting that the spatial correlation between plant and soil fertility was affected by grazing. Spatial patterns of studied variables did not respond to grazing intensities at a coarse scale (1–18 m). Our results demonstrated that the grazing intensity altered fine scale processes in this desert steppe and caused divergent responses of spatial distribution of vegetation and soil fertility.