Abstract: Straw returning is a technical measure of crop production widely adopted in arid and water-defcient areas. However, the mechanism by which straw returning drives spatio-temporal changes in soil moisture and temperature to improve crop productivity remains unclear. So, a three-year feld experiment was conducted with four various straw returning treatments for wheat production: 1) no-tillage with straw mulching (NTSM), 2) notillage with straw standing (NTSS), 3) conventional tillage with straw incorporation (CTS), and 4) conventional tillage without straw returning (CT, control). The spatio-temporal variations of soil moisture content and soil temperature were assessed. It will provide the basis for selecting the appropriate way of straw returning to increase wheat yield and clarifying its hydrothermal regulation mechanism. NTSM and NTSS were effective in maintaining soil moisture and regulating soil temperature, and had a greater effect on grain increase, than CTS and CT. Meanwhile, NTSM had a relatively higher yield than NTSS through better regulation of soil hydrothermal characteristics. NTSM had higher soil moisture content in the 0–120 cm depth by 9.8–10.2%, 6.7–8.2%, 6.5–10.2%, and 6.9–7.4% at sowing to jointing, jointing to booting, booting to early-flling, and early-flling to maturing stages of wheat, respectively. NTSM decreased evapotranspiration modulus coeffcient (ETMC) and evapotranspiration intensity (ETI) at jointing to early-flling stage of wheat, but increased both indexes from early-fling to maturing stage of wheat, which is helpful to adjust the contradiction of soil moisture demand for wheat in different growth stages. Additionally, NTSM had 9.8–10.2%, 6.7–8.2%, 6.5–10.2%, and 6.9–7.4% lower soil temperature in the 5–25 cm depth than CT, at the four aforementioned wheat growth stages, respectively. The difference of soil temperature was mainly reflected at the 5–15 cm depth by analyzing the difference on soil temperature in various soil depths. The treatment on NTSM had little variation and stabilized soil temperature, according to the difference between air and average soil temperature of 5–15 cm depth. NTSM allowed wheat to grow a suitable thermal environment across their growth period, which is a signifcant regulatory mechanism for wheat to maintain better growth and development. Thereby, NTSM boosted wheat grain yield by 18.6–27.3% as compared to CT. Collectively, the NTSM treatment had better effect on regulating soil drying-wetting status and reducing soil-air temperature variation, which could be used as a recommended measure to improve wheat Abproductivity at arid conditions.