The rapid expansion of commercial‐scale cellulosic industries raises the prospect of widespread crop residue harvest. However, the effects of integrated crop residue and tillage management strategies on agricultural sustainability are not fully understood. Here, we investigated the effects of different integrated crop residue and tillage management strategies on crop productivity, economic profit, soil quality, and agricultural sustainability in an intensive wheat (Triticum aestivum L.)–maize (Zea mays L.) double‐cropping system over 7 yr. The treatments included residue return of both crops (WrMr), wheat residue return with harvesting maize residue (WrMh), wheat residue return with stubble at a height of 30∼40 cm and harvesting maize residue (WsMh), maize residue return with harvesting wheat residue (WhMr), maize residue return with subsoiling and harvesting wheat residue (WhMs), and residue harvest of both crops (WhMh). The annual average grain yields of wheat and maize increased by 17.6∼36.1% and 9.9∼22.8% under integrated strategies relative to those in WhMh. Compared with the WhMh, the WsMh and WhMs increased the economic profit (EP) by 9.5 and 6.1%, respectively. The integrated strategies significantly improved the chemical, biological, and physical properties of soil, resulting in higher sustainability indices (SIs) relative to the WhMh. The SIs were 1.59 and 1.33 in WrMr and WhMs, respectively, higher than the lowest value when a sustained system needed. Therefore, the adoption of maize residue return with subsoiling and harvesting wheat residue can maintain agricultural sustainability in the wheat–maize double cropping system under commercial‐scale cellulosic industries’ expansion in the north‐central plain of China.