The cerebral cortex is folded as gyri and sulci, which provide the foundation to unveil anatomo-functional relationship of brain. Previous studies have extensively demonstrated that gyri and sulci exhibit intrinsic functional difference, which is further supported by morphological, genetic, and structural evidences. Therefore, systematically investigating the gyro-sulcal (G-S) functional difference can help deeply understand the functional mechanism of brain. By integrating functional magnetic resonance imaging (fMRI) with advanced deep learning models, recent studies have unveiled the temporal difference in functional activity between gyri and sulci. However, the potential difference of functional connectivity, which represents functional dependency between gyri and sulci, is much unknown. Moreover, the regularity and variability of the G-S functional connectivity difference across multiple task domains remains to be explored. To address the two concerns, this study developed new anatomy-guided spatio-temporal graph convolutional networks (AG-STGCNs) to investigate the regularity and variability of functional connectivity differences between gyri and sulci across multiple task domains. Based on 830 subjects with seven different task-based and one resting state fMRI (rs-fMRI) datasets from the public Human Connectome Project (HCP), we consistently found that there are significant differences of functional connectivity between gyral and sulcal regions within task domains compared with resting state (RS). Furthermore, there is considerable variability of such functional connectivity and information flow between gyri and sulci across different task domains, which are correlated with individual cognitive behaviors. Our study helps better understand the functional segregation of gyri and sulci within task domains as well as the anatomo-functional-behavioral relationship of the human brain.