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Grasses are widely distributed in various habitats with significantly different characteristics than non-grass species. However, an understanding of the multi-species differences in leaf anatomical traits variation and adaptive strategies between grass and non-grass species is limited. We measured leaf anatomical traits of 242 species from 10 sampling sites along an environmental gradient on the Loess Plateau (from east to west, environmental temperature, precipitation, and soil nutrients decreased, but radiation increased). Nine leaf anatomical traits were measured, and these traits related to the leaf physiological functions of photosynthesis (mesophyll thickness (MT), palisade tissue thickness (PT), spongy tissue thickness (ST)), defense (epidermal thickness (ET) and leaf thickness (LT)), and transport (xylem conduit diameter (CD) and major vein diameter (MVD)). Subsequently, we calculated the trait ratios, which reflect the proportion of investment in trait construction (epiderm-leaf thickness ratio (ET/LT) and mesophyll-leaf thickness ratio (MT/LT)). The results of linear regression analysis showed that non-grasses living under harsh environmental conditions have thicker leaf tissues responsible for photosynthesis and defense compared to grasses from the same environment. However, grasses and non-grasses living under stressful environmental conditions have higher MT/LT and lower ET/LT compared to species living in environments with a more proper resource supply, which indicated that both preferred to invest less in defense-related traits (e.g., epidermal thickness) while cost more in photosynthesis-related traits (e.g., mesophyll thickness) under the limited resource conditions. These findings highlight that grass and non-grass species have different trait characteristics and adaptive strategies in response to environmental changes. More importantly, a new inspiration is provided for exploring the plants’ general investment rule from the perspective of leaf anatomical trait-ratio values.