Drought is one of the most important phenomena which limit crops' production and yield. Crops demonstrate various morphological, physiological, biochemical, and molecular responses to tackle drought stress. Plants' vegetative and reproductive stages are intensively influenced by drought stress. Drought tolerance is a complicated trait which is controlled by polygenes and their expressions are influenced by various environmental elements. This means that breeding for this trait is so difficult and new molecular methods such as molecular markers, quantitative trait loci (QTL) mapping strategies, and expression patterns of genes should be applied to produce drought tolerant genotypes. In wheat, there are several genes which are responsible for drought stress tolerance and produce different types of enzymes and proteins for instance, late embryogenesis abundant (lea), responsive to abscisic acid (Rab), rubisco, helicase, proline, glutathione-S-transferase (GST), and carbohydrates during drought stress. This review paper has concentrated on the study of water limitation and its effects on morphological, physiological, biochemical, and molecular responses of wheat with the possible losses caused by drought stress.