Soil moisture is important for sub-seasonal and seasonal climate prediction. However, biases and uncertainties of soil moisture in climate models affect the accuracy of climate prediction. Here we evaluate biases in climate model soil moisture across different time scales in the frequency domain. Based on our findings, compared to observations, soil moisture variability in the models is found to be underestimated at frequencies smaller than the seasonal time scale and overestimated at frequencies larger than the seasonal time scale. In addition, for the total effect of evapotranspiration and precipitation variability on soil moisture, models also underestimate frequencies smaller than the seasonal time scale and overestimate frequencies larger than it. Furthermore, no matter which factor (evapotranspiration or precipitation) is most affecting soil moisture, models underestimate its effect on soil moisture in the corresponding frequency range. Finally, at a global scale, biases in climate models can be related to the mean climate and not to soil properties. This study provides new insights into climate models deficiencies, and contributes to a better understanding of soil moisture and climate.