[Objective] The effects of long-term application of water absorbent on crop yield and water use efficiency were investigated in order to provide scientific basis for exploring the key technologies to improve the resource use and production efficiency in dryland of shallow hilly regions. [Methods] Field experiment was conducted in Yuzhou base of He'nan Academy of Agricultural Sciences from 2011 to 2019, to study the effects of different amounts of water absorbent on winter wheat yield and water use efficiency. Four treatments were set up including no water absorbent (CK), 15 kg/hm² (F), 30 kg/hm² (T), and 45 kg/hm² (V) water absorbent. [Results] ① The soil water consumption increased slightly with winter wheat growth and development of wheat under the application of water absorbent in the same year, and the soil water consumption showed as: V > T > F > CK. In different years, the soil water consumption in the poor water years was relatively larger, and the increase and decrease in the rich water years was different as follows: 2019 > 2014 > 2015 > 2011 > 2012 > 2016 > 2018 > 2013 > 2017. ② The trend of total water consumption of wheat was basically consistent with that of precipitation in growth period, and the total water consumption of wheat in wet year was larger than that in poor water years. ③ The application of water absorbent treatment was beneficial to improve the growth and development of wheat, which could increase the number of unit population, plant height, spike length, spikelet number, grain number per spike and 1 000-grain weight, and reduce sterility. ④ The yield of winter wheat was as follows: V > T > F > CK. The yield of water absorbent treatments was 2.31% to 19.20% higher than that of CK. With the extension of the application years, the yield increase of treatment F tended to be stable after 4 years. The yield increase rate of treatment T increased gradually with the increase of application years, while that of V treatment increased first and then decreased and then increased gradually. ⑤ The net income and water use efficiency of winter wheat had the same tendency with the yield. Water use efficiency showed a process of decreasing first, then increasing (2012—2016), then decreasing and then increasing (2017—2019). It was consistent with the trend of soil water consumption, while opposite to the trend of precipitation and total water consumption in the poor water years. Compared with CK, the water use efficiency of V treatment increased by 1.70~4.51 kg/(hm²·mm). ⑥ There was a significant positive correlation among wheat yield, water use efficiency, soil water consumption and total water consumption. [Conclusion] Based on the comprehensive consideration of different precipitation types, wheat yield, water use efficiency and net income, the optimal amount of water absorbent for winter wheat is 45 kg/hm².