Five drought tolerant winter wheat cultivars were used to evaluate the differences in the effects of harvest index (HI) and biomass water use efficiency (WUEbm) on grain yield water use efficiency (WUEy) under different irrigation schemes. The wheat cultivars included dryland cultivars of "Xifeng 20" and "Jinmai 47", dry/wetland cultivar of "Shijiazhuang 8", and wetland cultivars of "Shi 4185" and "Kenong 9204". The results showed significant differences in WUEy and its changing trends among different drought tolerant wheat cultivars. Dryland cultivars had significantly lower WUEy than wetland and wet/dryland cultivars, with the highest WUEy difference of 42.01%. Average water consumption of the drought tolerant wheat cultivars was 343~350 mm. No significant difference was noted in the amount of water consumption among different cultivars. This suggested that although dryland cultivars were drought tolerant, it did not limit the rate of water consumption. It also suggested that the main factor of WUEy was WUEbm and HI. Dryland cultivars had significantly lower HI than wetland and wet/dryland cultivars, with the highest HI difference of 25.91%. Significant positive correlations were noted between HI and WUEy, and between WUEbm and WUEy. The correlation between plant height and HI was negative (R2 = 0.574). Under no irrigation, no obvious difference was noted in WUEbm among different cultivars. Dryland cultivars had lower HI than the other cultivars. The difference in WUEy among different cultivars was driven by the differences in HI. Under supplemental irrigation conditions, however, wetland and wet/dryland cultivars had higher WUEbm and HI than dryland cultivars. The differences in WUEy came mainly from interactive effects of HI and WUEbm. The results suggested that different drought-tolerant wheat cultivars had responded differently to the same condition and therefore had different adaptation strategies to environmental conditions. Dryland cultivars enhanced WUEbm which in turn led to higher WUEy in extreme drought conditions. Wetland and wet/dryland cultivars, on the other hand, enhanced HI and WUEbm to yield higher WUEy under supplemental irrigation conditions.