The desert steppe in Ningxia is the largest natural steppe type in the region, characterized by a fragile ecological environment and low carrying capacity. Gravel–sand mulching, a local agricultural practice, involves using a sand and gravel covering layer to maintain soil warmth and moisture. However, this method has led to ecological problems, such as habitat loss and biodiversity loss. Tenebrionidae, one of the most widely distributed beetle families, is commonly used to indicate habitat degradation and is a significant steppe pest in desert steppe areas. This study, conducted in the gravel–sand mulching areas of Shapotou District, Zhongwei City, Ningxia, classified the habitat loss from low to high in these areas into five grades (I-V) and examined the effects of habitat loss on Tenebrionidae. We collected 6565 Tenebrionidae, with Blaps femoralis, Anatolica nureti, and Pterocoma vittata being the dominant species. The findings reveal that habitat loss grade I had the highest abundance, diversity index, and evenness index of Tenebrionidae, significantly higher than those of grades II–IV. Habitat loss had a significant negative effect on Tenebrionidae abundance, a significant positive effect on the richness index, no significant effect on the vegetation diversity index, a significant positive effect on soil available potassium (APP), and a significant negative effect on soil total phosphorus (TP). Redundancy analysis indicated a positive correlation between Tenebrionidae abundance and the vegetation diversity index; a negative correlation between Tenebrionidae richness, the diversity index, and vegetation indices; a positive correlation between Tenebrionidae abundance and soil TP; and a negative correlation between the Tenebrionidae diversity index and soil TP and soil APP. These findings will contribute to biodiversity conservation and ecological restoration and provide a theoretical basis for steppe management, sustainable agricultural development, and pest monitoring in desert steppe environments.