Coral reefs are increasingly impacted by climate-induced warming events. However, there is limited empirical evidence on the variation in the response of shallow coral reef communities to thermal stress across depths. Here, we assess depth-dependent changes in coral reef benthic communities following successive marine heatwaves from 2015 to 2017 across a 5–25 m depth gradient in the remote Chagos Archipelago, Central Indian Ocean. Our analyses show an overall decline in hard and soft coral cover and an increase in crustose coralline algae, sponge and reef pavement following successive marine heatwaves on the remote reef system. Our findings indicate that the changes in benthic communities in response to elevated seawater temperatures varied across depths. We found greater changes in benthic group cover at shallow depths (5–15 m) compared with deeper zones (15–25 m). The loss of hard coral cover was better predicted by initial thermal stress, while the loss of soft coral was associated with repeated thermal stress following successive warming events. Our study shows that benthic communities extending to 25 m depth were impacted by successive marine heatwaves, supporting concerns about the resilience of shallow coral reef communities to increasingly severe climate-driven warming events.