In arid areas, vapor flow has been recognized to contribute significantly to the mass and energy transfers and to play a critical role in maintaining surface vegetation and ecosystems. To better understand the continuous spatial and temporal variations in liquid water and water vapor contents under different climatic conditions, soil water contents, temperatures, and micrometeorological variables were observed in-situ in the Mu Us Desert of northwestern China. The collected data were then used to calibrate and validate the Hydrus-1D model simulating either the coupled movement of water, vapor, and energy or only isothermal water flow in soils (the latter as a reference). The results of the coupled model were not only in better agreement with observed data, but also advanced our understanding of underlying mechanisms of soil water flow. For the coupled model, the isothermal liquid flux was the most significant component of the total water flux. Three diurnal stages were identified for thermal liquid and vapor fluxes on dry days, while the vapor flux became almost negligible during rainfall events. The results indicate that isothermal liquid, thermal liquid, and thermal vapor fluxes should be considered simultaneously when evaluating soil water flow in arid regions, while the isothermal vapor flux can be neglected. Vapor flow contributed, on average, about 13% of the total water flux in the uppermost soil layer during the analyzed period at the study area, and this ratio often exceeded 20%.