Globally, winter wheat is mainly grown in Eurasia, China, Iran and the United States. Some areas have high precipitation, while other areas require irrigation for high yield in winter wheat. Nevertheless, drought stress can significantly reduce winter wheat yields, even in high precipitation environments. Since water is the most important factor affecting crop production, development of crop management practices to conserve and optimize water use and improve crop water-use efficiency (WUE) becomes essential, particularly under changing climate conditions. This chapter reviews progress in winter wheat water management and WUE, drawing on long-term field experiments in the U.S. southern Great Plains (which has a long history of winter wheat research). The chapter discusses relationships between yield, evapotranspiration and WUE and best management practices based on case studies, from soil and water conservation to genetic improvement of drought tolerance to deficit irrigation practice.