The present study is an attempt to forecast the wheat production in Sindh province of Pakistan using sophisticated statistical techniques. The secondary data regarding area, production and yield of wheat crop were collected for the last thirty years (1984-85 to 2013-14) for estimation and forecasting purposes using time series techniques such as moving averages and exponential smoothing. The estimates for three, five and seven-years moving averages for area were found to have a minimum value of 849.87,863.04, and 890.09 hectares and maximum value of 1129.4,1111.58, and 1109.6 hectares respectively. Likewise, for production, these estimates were found as 2065.57, 2117.7, 2154.3 and 3917.50, 3740.8, 3469.4 tons respectively. So, for as the yield is concerned, the above-mentioned estimates for minimum and maximum were found as 2071.7, 2107.8, 2121 and 3574.0, 3520, and 3414 respectively. Based on the findings of the present study, it is concluded that during the last thirty years the area, production and yield under wheat cultivation showed an increasing trend. In case of forecasting, the area and production under wheat cultivation was increase in the coming year, but the yield under wheat cultivation was considerably decreased due to shortage of irrigation water.