In order to investigate the difference in particle size distribution of soil along an urban–suburban–rural–desert (USRD) gradient in an arid zone, surface soil (0–20 cm) samples were gathered at the urban, suburban, rural, and desert gradients in Urumqi, a northwestern Chinese city. Laser diffraction technology was adopted for determining the particle size distribution of the soil. Comparisons were made regarding the particle size distribution traits and soil properties in different gradient zones based on parameters such as the mean particle size (MG), fractal dimension (Dv), sorting coefficient (ơG), kurtosis (KG), and skewness (SKG). Results indicate that (1) particle size distribution in the urban, suburban, and rural soils was mainly sand particle sizes, whereas the desert soil was mainly composed of silt particle sizes. The average Dv value ranking for soil in each gradient is desert > suburban > urban > rural. (2) The width and peak of the soil particle size frequency curve ranged within 0–500 μm, and the width and peak of the soil particle size frequency curve of each gradient were different. (3) The MG of rural soil was the highest, whereas the MG of desert soil was the lowest. The ơG values of the surface soil of each gradient were all greater than 4.0, and the sorting performance was extremely poor. The SKG of the desert and urban soil particle size showed extremely positive and negative skewness, respectively, while the SKG of the rural and suburban soil particle size showed extremely negative skewness. The KG values of the particle sizes of the rural and suburban soils exhibited narrow and medium peaks, whereas those of the urban and desert soils exhibited very broad and flat peaks. (4) The Dv of the soil in each gradient was strongly influenced by the soil particle size distribution, with the clay content of the soil playing a dominant role. Finally, the fractal dimension was identified as an indicator of the characteristics of the fine particle matter content in the soil structure. The novel contribution of this work is to clarify the fractal differences in the particle size distribution of soil along an urbanization gradient. The present research findings can offer fundamental information relating to the characteristics of soil particle size distribution along an urbanization gradient zone.