Coastal ecosystems are linked through organism movement and biological exchange, yet conventional surveys often focus on individual habitats or taxonomic groups. Here, we used environmental DNA metabarcoding to characterize multi-taxon biodiversity and ecological connectivity across a mangrove–bay–coral reef continuum in southeastern China. Water samples were collected from 30 sites spanning the Zhangjiang Estuary mangroves, Dongshan Bay, and adjacent coral reef habitats. We assessed the composition and spatial distributions of algal, protistan, invertebrate, and fish communities. Mangrove sites exhibited the highest overall diversity, while all three habitats contained both shared and habitat-specific taxa. Community composition varied markedly along the coastal gradient, indicating clear habitat differentiation. Approximately 80 fish species were detected, including estuarine-associated, migratory, and reef-associated species with contrasting spatial distributions. A connectivity index based on normalized mean eDNA sequence abundance was developed to estimate the relative strength of community connectivity among habitats. Fish connectivity was highest between the bay and coral reef, whereas plankton connectivity was highest between the mangrove and bay. Connectivity between the mangrove and coral reef was comparatively weak for both groups. These contrasting patterns demonstrate the value of multi-taxon eDNA monitoring and suggest that the bay may serve as a transitional and connecting habitat within the coastal continuum. This study provides a scalable framework for integrated biodiversity monitoring, ecological connectivity assessment, and coastal ecosystem management.