Based on a physical water model with a scaling factor of 0.5 and a coupled flow-heat transfer-solidification numerical model, this study investigates the influence of the submerged entry nozzle (SEN) depth on the mold surface behavior, slag entrapment, internal flow field, temperature distribution, and initial solidification behavior in slab casting. The results indicate that when the SEN depth is too shallow (80 mm), the slag layer on the narrow face is thin, leading to slag entrapment. Within a certain range of SEN depths (less than 170 mm), increasing the SEN depth reduces the impact on the mold walls, shortening the "plateau period" of stagnated growth on the narrow face shell. This allows the upper recirculation flow to develop more fully, resulting in an increase in the surface flow velocity and an expansion in the high-temperature region near the meniscus, which promotes uniform slag melting but also heightens the risk of slag entrainment due to shear stress at the liquid surface (with 110 mm being the most stable condition). As the SEN depth continues to increase, the surface flow velocity gradually decreases, and the maximum fluctuation in the liquid surface diminishes, while the full development of the upper recirculation zone leads to a higher and more uniform meniscus temperature. This suggests that in practical production, it is advisable to avoid this critical SEN depth. Instead, the immersion depth should be controlled at a slightly shallower position (around 110 mm) or a deeper position (around 190 mm).