A field experiment was conducted to investigate the effects of different covering cultivation modes on winter wheat yield, soil water storage, soil water and heat coupling processes and water use efficiency in the dry land of loess plateau. The experiment consisted of four treatments: conventional fertilization (CK), recommended fertilization (JN), recommended fertilization + straw mulching (JN+S), recommended fertilization + plastic film mulching on soil ridges and straw mulching in furrows (JN+PFM+S). The results showed that there are significantly different in soil moisture contents among all the treatments, and soil water content of different soil layers fluctuated with rainfall and was influenced by different covering cultivation modes. JN+PFM+S treatment had the highest water storage. Soil daily mean temperature differences were very small among all the treatments, but the intraday temperature changes were significantly different, and warming effects of different treatments were JN+PFM+S > JN > JN+S. Compared with the CK treatment, the wheat yield was increased by 5.25% and water use efficiency was increased by 18.85% in the JN+PFM+S treatment. In summary, JN+PFM+S treatment was considered to be suitable mode for the crop production in the local region. HYDRUS-1D model is capable of simulating soil water content dynamics well, so it can be used for analyzing soil water and heat processes between different covering cultivation modes.