From October of 2011 to June of 2012, water consumption of a winter wheat cultivar Jingdong 22 under four irrigation treatments was monitored continuously using 24 weighing lysimeters in Beijing, China. The weighing lysimeters monitored water consumption of winter wheat at an interval of five minutes. Soil water content within all the lysimeters was adjusted to field capacity before plantation. The four irrigation treatments were W0 (no irrigation after plantation), W1 (one irrigation after plantation at the jointing stage), W2 (two irrigations after plantation at the jointing and flowering stages, respectively), and W4 (four irrigations after plantation at the erecting, booting, flowering and grain-filling stages, respectively). The amount of water applied in each irrigation was 40 mm. Rainfall during the growth season was kept away from the lysimeters with an automatic rain-proof shelter. The experiment results showed that water consumption during this winter wheat season could be divided into three stages. The first stage was from the plantation date to the stable freezing date at early December of 2011. Daily water consumption during this stage fluctuated significantly and was usually less than 3 mm/day. Total water consumption during this stage was between 32 to 35mm. The second stage was during freezing season spanned from early December of 2011 to early March of 2012. During this stage, daily water consumption was less than 0.4 mm/d and fluctuated little. Total water consumption during this stage was between 21 to 24 mm. The third stage was from green-up in early March of 2012 to harvest. During this stage, daily water consumption increased first, reached the highest value around heading stage, remained at high value until mid-grain-filling and decreased quickly approaching ripening, with large increase of daily water consumption after each irrigation. Changes of evapotranspiration rates showed patterns of single or double peak curves for each day, with different peaks appearing around midday for the four treatments. Evapotranspiration rates were significantly correlated to total radiation, temperature, and relative humidity, with the highest correlation coefficient with total radiation. Night water consumption and its variation were small for all irrigation treatments. Water consumption of winter wheat mainly happened after the jointing stage. With increasing irrigation amount, more irrigation water and less soil water were consumed. In the treatments of W1 and W0, soil water contributed 62% and 76% of total water consumption, respectively. In the W2 treatment, irrigation water contributed 32%, and soil water contributed 50% of water consumption. Irrigation water contributed to 50%, and soil water contributed 36% of water consumption of the W4 treatment. Grain yield levels of the four treatments were in the order of W4 > W2 > W1 > W0, whereas water use efficiencies of the four treatments were W2 > W4 > W1 > W0. Among the deficit irrigation treatments, incorporation of irrigations at the jointing and flowering stages leaded to high grain yield and water use efficiency, while water use efficiencies for the four treatments were similar (about 15 kg/hm²/mm).