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In order to find out the appropriate measures for soil water preservation and wheat yield increase, a three–year field experiment was conducted in Yuzhou Experimental Station of Water Saving Agriculture in the west of Henan Province, China, during the growing seasons of 2014–2015, 2015–2016 and 2016–2017 to study the effects of different tillage modes and soil mulching measures on dynamics of soil moisture and temperature, photosynthetic characteristics and yield of winter wheat (Triticum aestivum L.). The results showed that straw coverage and film mulching measures under the conventional tillage and no tillage modes increased soil moisture by 4.4%–27.3%,13.4%–41.8% and 6.2%–46.7%, 2.4%–80.2%, respectively. The treatments of soil surface coverage measures under both conventional tillage and no tillage modes at tillering stage increased the temperature of soil layer at 10 cm and 15 cm depth by 9.1%–18.2% and 10.0%–40.0% in 2014–2015, while mulching measures under the conventional tillage obviously increased soil temperature at wintering stage but decreased soil temperature at booting and mature stages in 2016–2017. However, mulching measures under no tillage mode reduced soil temperature in shallower layer during seedling establishment stage in the three–year period of 2014–2017. Moreover, the two mulching measures raised net photosynthetic rate (Pn) and water use efficiency (WUE) of functional leaves under the conventional tillage mode and reduced transpiration rate (Tr) at the filling stage. Except straw coverage measures under no tillage in 2015–2016, the combination of mulching measures under no tillage reduced Pn, Tr and WUE of wheat leaves at filling stage as compared to those without mulching measures. Under the conventional tillage mode, straw coverage increased wheat yield by 6.4%–9.3%, mainly due to the increase in the number of grains per panicle. Under no tillage mode, both straw coverage and mulching measures reduced wheat yield to different extents and film mulching measures was more effective than straw coverage. The combination of conventional tillage and straw mulching resulted in a yield of 8425.9–8888.9 kg hm−2, so this combination was recommended as the optimal treatment under the conditions set in this study.