Worldwide coral reefs face catastrophic damage due to a series of anthropogenic stressors. Investigating how coral reefs ecosystems are connected, in particular across depth, will help us understand if deeper reefs harbour distinct communities. Here, we explore changes in benthic community structure across 15–300 m depths using technical divers and submersibles around Bermuda. We report high levels of floral and faunal differentiation across depth, with distinct assemblages occupying each depth surveyed, except 200–300 m, corresponding to the lower rariphotic zone. Community turnover was highest at the boundary depths of mesophotic coral ecosystems (30–150 m) driven largely by taxonomic turnover and to a lesser degree by ordered species loss (nestedness). Our work highlights the biologically unique nature of benthic communities in the mesophotic and rariphotic zones, and their limited connectivity to shallow reefs, thus emphasizing the need to manage and protect deeper reefs as distinct entities.