Winter wheat is one of the main grain crops in China. The growth, development and yield formation processes of winter wheat are affected to various degrees by climate change. Henan Province is the main cultivation base of winter wheat. Thus, the intensive analysis of the impacts of climate change on different growth periods of winter wheat is critical for scientific study of the positive and negative effects of climate change. Based on the formation processes of winter wheat yield variables, the whole growth stage was divided into 3 main growth periods, planting to greening, greening to heading and heading to maturity. Daily meteorological data (for the period of 1961-2014) on winter wheat development periods and grain yield (in 1981-2014) in 30 agro-meteorological observation stations in Henan Province were used to analyze the characteristics of the main growth periods and the effect of climate change on yield. Through mathematical statistics, the meteorological variables were used to analyze the trend in climatic change, its effect on the development periods of wheat and its contribution rate to grain yield during the main growth periods. Using DSSAT-CERES Wheat crop model, the effect of climate change at different growth periods on wheat yield was simulated. The results showed that the distinct characteristics of effect of climate change in study area was the significant (P < 0.05) reduction in sunshine hours, which was at the rate of 40.09 h·(10a)~(-1) during planting-greening period. There was also a large increase in average maximum and minimum air temperatures, respectively at the rates of 0.484 ℃·(10a)-1 and 0.591 ℃·(10a)~(-1) during greening-heading period. With increasing daily minimum temperature before heading, panicle differentiation in winter wheat terminated earlier by 2.9 days per decade. Climate change before greening had a continuous effect on the development progresses, with negative correlation between meteorological factors and sustained days from planting to heading and then planting to maturity. The results of two different analytical methods indicated that there was no significant effect of climate change during planting to greening stage on yield in Henan Province. In a certain scope, climate change even had positive effects on grain yield. The average contribution rate of climate change to winter yield variables was 0.758 during planting to greening turning stage. At representative stations, climate change during greening to heading resulted in reductions in kernel density and kernel number, respectively, by 2.74% and 3.94%, followed by 2.46% and 1.87% reductions during heading to maturity. The significant decrease in kernel number due to climate change during greening to heading was the primary reason for the yield reduction. Intensified climate change was harmful to both high and stable yields. Climate change during the periods from planting to greening, greening to heading and heading to maturity led to average yield variations in the representative stations by -1.6%, -6.3% and -4.8%, respectively. Under climate change, the key meteorological variables that influenced yield was daily maximum air temperature during planting-greening and heading-maturity periods, and daily minimum air temperature during greening-heading stage.