The aim of the project is to define metallicity/gravity/temperature scales for different spectral types of metal-poor M dwarfs. We obtained intermediate-resolution ultraviolet (UVB), optical (VIS), and near-infrared (NIR) spectra of 43 metal-poor M dwarfs (16 sdMs, 16 esdMs, and 12 usdMs with the ESO VLT X-shooter spectrograph. We compared our atlas of spectra to the BT-Settl synthetic spectral energy distribution over a wide range of metallicities, gravities, and effective temperatures to infer the physical properties for the whole M dwarf sequence at sub-solar metallicities and constrain the latest atmospheric models. The BT-Settl models accurately reproduce the observed spectra across the 450--2500 nm wavelength range except for a few regions. We find that the best fits for gravities of log(g)=5.0-5.5 for the three metal classes. We infer metallicities of [Fe/H]=-0.5, -1.5, and -2.0+/-0.5dex and effective temperatures of 3700-2600K, 3800-2900K, and 3700-2900K for sdMs, esdMs, and usdMs, respectively.