A study was carried out across the continental shelf and slope in the Western Indian Ocean along the Kenyan margin to unravel depth-related species diversity patterns portrayed by different nematode families. Sediment samples were collected along four bathymetric transects at 20, 50, 200, 500, 1000 and 2000 m. Three nematode families were selected for species analysis, based on their general occurrence with relatively high numbers and diversity from shelf to slope. All three families exhibited a distinctly different shelf and slope nematode species community. However, all three families also had a significant proportion of species that displayed a eurybathic distribution. Coincidentally, Microlaimidae, the least species-rich family had the most eurybathic species (75%) compared to Comesomatidae (39%) and Chromadoridae (32%). Total number of species per depth zone along the sampled area (gamma diversity) was three to four times the average number of species (alpha) per station. The difference was more pronounced at the slope than at the shelf. The species turnover was also higher at the slope than at the shelf stations. Each of the three families had a different diversity pattern: Comesomatidae showed a peak at mid-depth, Chromadoridae increased with depth, and Microlaimidae showed no prominent change with depth. When the three families were combined, the shelf maintained a lower diversity compared to the slope (both local and regional). There was no consistency between genus and species diversity patterns with depth, indicating that genus diversity data may not be a proxy for species diversity. At the lowest taxonomic level (species), the slope showed a higher diversity than the shelf, whereas at higher (genus) taxonomic level the diversity was comparable between the slope and the shelf. The number of species encountered increased with the number of samples analysed and did not reach asymptote, meaning that the area was still under-sampled. This situation points to the possibility of an even higher regional diversity.