Embodiments of mechanisms for forming a micro-electro mechanical system (MEMS) device are provided. The MEMS device includes a CMOS substrate, a cap substrate, and a MEMS substrate bonded between the CMOS substrate and the cap substrate. The MEMS substrate includes a first movable element and a second movable element. The MEMS device also includes a first closed chamber and a second closed chamber, which are between the MEMS substrate and the cap substrate. The first movable element is in the first closed chamber, and the second movable element is in the second closed chamber. A first pressure of the first closed chamber is higher than a second pressure of the second closed chamber.