Simple Summary: Climate-related salinization of inland waters is observed in many regions of the world as a major environmental problem affecting natural processes in aquatic ecosystems. In order to better predict and control these changes, it is important to study the responses of aquatic fauna to increasing salinity. Macrozoobenthic fauna, which includes mollusks, small crustaceans, and insect larvae, constitutes the main food base for fish and water birds. Due to their relatively short life cycles, large species diversity, and high abundance, macrozoobenthos are the best indicators of changing water salinity. To determine the species richness, distribution, and salinity tolerance of macrozoobenthos, we investigated 17 small rivers with different water salinity in the southern arid region of the East European Plain. The study shows that the species richness gradually decreases with an increase in water salinity in the rivers. In freshwater rivers, the macrozoobenthos fauna includes more than 100 species, whereas, in hypersaline rivers with salinity comparable to seawater, only 10 species were found. A total of 5 of the 156 invertebrate species can be used as indicators of water salinization in rivers of the arid regions of Europe. This study investigated the species composition, distribution, and salinity tolerance of macrozoobenthos in 17 small rivers in the southern arid region of the East European Plain, which are characterized by a small channel gradient, slow-flowing or stagnant water bodies, and a wide range of water salinity, varying between 0.18 and 30 g L−1. In total, 156 taxa were found, among which 66 were Diptera species. The study revealed that the formation of benthic communities in the rivers is influenced by natural factors of the catchment basins, including the flat landscape with sparsely developed relief differentiation, climate aridity, and the widespread occurrence of saline soils and groundwater, largely related to the sedimentation of the ancient Caspian Sea and modern climate changes. These conditions are favorable for the occurrence of lacustrine macrozoobenthic species in freshwater, euryhaline, and halophilic ecological groups. The investigation revealed a decrease in species richness in response to an increase in water salinity. The five identified halophilic species Tanytarsus kharaensis, Glyptotendipes salinus, Cricotopus salinophilus, Chironomus salinarius, and Palpomyia schmidti can be used as indicators of river ecosystem salinization. [ABSTRACT FROM AUTHOR]