Let $A$ and $B$ be rings, $U$ a $(B, A)$-bimodule and $T=left(begin{smallmatrix} A & 0 U & B end{smallmatrix}right)$ be the triangular matrix ring. In this paper, we characterize the Gorenstein homological dimensions of modules over $T$, and discuss when a left $T$-module is strongly Gorenstein projective or strongly Gorenstein injective module.