A touch module, touch display substrate and touch display device are provided. The touch module includes: a base substrate, and a conductive grid layer and a bridging pattern disposed on the base substrate; the conductive grid layer covers an entire touch area on the base substrate. The conductive grid layer includes a plurality of first touch electrodes and a plurality of second touch electrodes, the first touch electrodes and the second touch electrodes are arranged crosswise and insulated from each other, each of the first touch electrodes includes a plurality of connected first sub-electrodes, and each of the second touch electrodes includes a plurality of independent second sub-electrodes; the bridging pattern and the conductive grid layer are arranged in different layers; and adjacent second sub-electrodes belonging to the same second touch electrode are connected through the bridging pattern.