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Artificial reefs (ARs) are widely used to restore coastal habitats and associated biological resources. Although research on the effects of ARs on benthos has been increasing, our understanding of the responses of taxonomic and thermodynamic macrobenthic indicators to AR construction is limited. In the current study, differences in the taxonomic diversity and ecological exergy (eco-exergy) of the macrobenthic faunal community before and after AR construction were explored in AR habitat and nearby non-reef control habitat in the Pearl River Estuary, China. The results indicated that macrobenthic faunal diversity, species richness, abundance, biomass, and ecoexergy tended to increase after AR construction regardless of habitat; the increases, however, were not statistically significant in the AR habitat and were only occasionally significant in the non-reef control habitat. After AR construction, macrobenthic faunal evenness and specific eco-exergy changed irregularly. AR construction did not change the composition of the dominant species of macrobenthic fauna in the study area but did change their dominance values. Eco-exergy was positively related with macrobenthic biomass and abundance, confirming that the eco-exergy of the macrobenthic fauna assemblage was mainly derived from biomass information. The results of this short-term study indicate that AR construction could increase macrobenthic faunal taxonomic diversity and thermodynamic health in both AR and nearby non-reef habitats. However, a long-term assessment of ecological indicators is still needed to determine the effects of AR construction on marine biological resources.