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On the Loess Plateau of China crop yields are mainly limited by available water. A field experiment was conducted for winter wheat (Triticum aestivum L.) during the period 1995–1998 to evaluate the effects of limited irrigation on yield and water use efficiency. A controlled soil water deficit, either mild or severe, was applied at different stages of crop growth. Photosynthesis rate, soil water content, and root and shoot dry mass accumulation were measured. Final grain yields and total water consumption were recorded, and the water use efficiency and harvest index were calculated.The results showed that, in different growing periods, evapotranspiration, grain yield, biomass, water use efficiency (WUE), and harvest index depended on the controlled ranges of soil water content. Grain yield response to irrigation varied considerably due to differences in soil moisture contents and irrigation scheduling between seasons. Evapotranspiration was largest in the high soil moisture treatment, and so was the biomass, but this treatment did not produce the highest grain yield and WUE was relatively low. WUE increased linearly with harvest index (HI) and improvement in the latter gave better WUE under limited irrigation conditions. Appropriately controlled soil water contents can improve the grain yield, WUE, and harvest index. Consistently high values of grain yield, WUE, and harvest index were produced under conditions of mild water deficit at the seedling and start of regrowth to stem-elongation stages, in addition to a further soil water depletion at the physiological maturity to harvest stage. We therefore suggest that periods of mild soil water depletion in the early vegetative growth period together with severe soil water depletion in the maturity stage of winter wheat is an optimum for limited irrigation regime in this region. [Copyright &y& Elsevier]