A field experiment with splitplot design was conducted to study the effects of watering, nitrogen fertilization, and their interactions on the growth, grain yield, and water and nitrogen use efficiency of winter wheat. Four watering levels (0, 900, 1200, and 1500 m³·hm^-2) in main plots and five nitrogen fertilization levels (0, 90, 150, 210, and 270 kg N·hm^-2) in subplots were designed. The results showed that the grain yield, nitrogen absorption, nitrogen use efficiency, and nitrogen productive efficiency of winter wheat increased with increasing level of watering, but the nitrogen use efficiency and nitrogen productive efficiency decreased with increasing nitrogen fertilization level. The grain yield, nitrogen absorption, and nitrogen harvest index were increased with increasing nitrogen fertilization level when the nitrogen application rate was 0-150 kg N·hm^-2, but not further increased significantly when the nitrogen application rate exceeded 150 kg·hm^-2. With the increasing level of watering, the water consumption amount (WCA) and the total water use efficiency increased, while the proportion of precipitation and soil water supply to WCA as well as the irrigation water use efficiency decreased. With the increasing level of nitrogen fertilization, the proportion of precipitation and watering amount to WCA increased, that of soil water supply to WCA decreased, and the total water use efficiency and irrigation water use efficiency decreased after an initial increase, with no significant differences among the treatments of 150, 210, and 270 kg N·hm^-2. It was considered that under our experimental condition, 1500 m³·hm^-2  of watering amount plus 150 kg·hm^-2 of nitrogen fertilization could be the optimal combination for the high yielding and high efficiency.