China is the world's largest producer and consumer of wheat. The impact of temperature averages, variabilities, and extremes on winter wheat yield changes is still not very clear. The annual production data for winter wheat in China's provinces and municipalities and NCEP-NCAR Reanalysis-1 data were used from November to April in the period 1949-2018, to investigate the impact of temperature-related variables, such as the winter average temperature (T_2m), winter variance of temperature (T_var), extreme hot days (EHD), and extreme cold days (ECD), on China’s winter wheat yield. Ensemble Empirical Mode Decomposition (EEMD) analysis showed that winter wheat yield has an in-phase relationship with average temperature but an out-of-phase relationship with variance of temperature, extreme hot days, and extreme cold days on timescales greater than 20 years. The changing rates of winter wheat yield and temperature-related variables were well measured by their sliding trends. At the overwintering growth stage, the increasing rate of average temperature and extreme hot days (temperature variance and extreme cold days) exhibit negative (positive) correlations with the rate of winter wheat yield change, with the strongest correlation observed in southeast China. During the tillering growth stage, the changing rates of average temperature exhibited a positive correlation with the rate of winter wheat yield change, whereas negative associations were observed with temperature variance, extreme hot days, and extreme cold days. Among the regions, Central China showed the weakest correlations. At the reviving growth stage, however, the relationship of changing rates of temperature-related variables with that of winter wheat yield was much weaker. These observational results are important and can be used as a reference in climate models for improving the climatic impacts on the winter wheat yield.