The growth of winter wheat consumes a substantial amounts of water, and precipitation in most years cannot meet the water demand for the normal growth of winter wheat. The unsuitable irrigation strategies waste a large number of water resource, and the low water use efficiency has become the main factor limiting wheat yields. This research explored the effects of different cultivation managements on water consumption characteristics, water utilization efficiency, and grain yields of winter wheat. A field experiment, in which 4 cultivation managements including traditional cultivation management (T1), optimized cultivation management compared with T1 (T2), super high-yield cultivation management (T3) and optimized cultivation management compared with T3 (T4), was conducted during 2008-2010 to measure the above parameters. The results showed that different cultivation managements had significant effects on the total water consumption amounts and water source compositions. Total water consumption amounts in T1 and T3 managements were significantly higher than that in T2 and T4 managements, possibly from irrigation water. T2 and T4 managements remarkably increased the uptake and utilization of soil storage water and precipitation amounts. T3 and T1 managements increased and decreased water consumption in upper (0-40 cm) and lower (60-100 cm) soil layers, respectively, while effectively increased the consumption of storage water in middle and lower soil layers (60-100 cm) and yield water use efficiency (WUE), precipitation water use efficiency (WUE), soil water use efficiency (WUE), irrigation water use efficiency (WUE), and irrigation efficiency (IE) in T4 and T2 managements were higher than those in T3 and T1, respectively. Total water consumption amounts markedly raised in T1 and T3 managements, whereas their soil storage water amounts utilization declined. T2 and T4 managements reduced irrigation water amounts and optimized the water and fertilizer supplies, resulting in significant increase in WUE and WUE. Collectively, our results suggest that synergetic improving the water uptake and utilization of irrigation water and soil storage water can be the primary means to increase the grain yields and WUE.