The conversion of extreme xeromorphic vegetation (natural desert forest) to agricultural lands is one of the largest land-use changes in the arid desert region of China over the past 30 years, which may substantially influence soil respiration, and hence may largely determine local climate change. However, few studies have considered the change in soil respiration across natural desert forest and agricultural lands in the arid desert region. In this study, soil respiration and its influencing factors, i.e., soil moisture content, soil salinity, microbial quantity, soil temperature, fine-root biomass, soil organic matter (SOM), air temperature, pH and relative air humidity, were determined across natural desert forest and three chronosequential fields where forests have been converted to agricultural lands having varying length of cultivation period (i.e., 5, 10 and 30 years of cultivation) in an arid desert region. We used two-way repeated measure ANOVA for evaluating significant differences in soil respiration and its influencing factors between natural desert forest and agricultural lands, and then employed structural equation model (SEM) with the support of stepwise regressions analyses to test for the direct and indirect effects of influencing factors on soil respiration. The results showed that soil respiration significantly increased along the years of cultivation in agricultural lands (P < 0.05). Soil respiration was higher in all agricultural lands than that in natural desert forest (P < 0.05). Stepwise regressions and SEM showed that soil moisture content and soil salinity had explained 75% of the variation in soil respiration through direct and indirect effects via abiotic and biotic factors. Soil respiration was significantly affected by the sum of the direct and indirect effects of soil salinity (β = −0.46) and soil moisture content (β = 0.49) via microbial quantity, soil temperature, fine-root biomass and SOM. This study suggests that deforestation and subsequent agricultural activities might alter the soil moisture and salinity contents, and as a consequence influence soil respiration across natural desert forest and agricultural lands in an arid desert region.