Magma oceans were once ubiquitous in the early solar system, setting up the initial conditions for different evolutionary paths of planetary bodies. In particular, the redox conditions of magma oceans may have profound influence on the redox state of subsequently formed mantles and the overlying atmospheres. The relevant redox buffering reactions, however, remain poorly constrained. Using first-principles simulations combined with thermodynamic modeling, we show that magma oceans of Earth, Mars, and the Moon are likely characterized with a vertical gradient in oxygen fugacity with deeper magma oceans invoking more oxidizing surface conditions. This redox zonation may be the major cause for the Earth's upper mantle being more oxidized than Mars' and the Moon's. These contrasting redox profiles also suggest that Earth's early atmosphere was dominated by CO2 and H2O, in contrast to those enriched in H2O and H2 for Mars, and H2 and CO for the Moon.