Increasing grain yield (GY) and water use efficiency (WUE) of winter wheat in the Huaibei Plain (HP) is essential. However, the effects of micro-sprinkler irrigation and topsoil compaction after wheat seeds sowing on the GY and WUE are unclear. Therefore, a two-year field experiment was conducted during the 2021–2023 winter wheat growing seasons with a total six treatments: rain-fed (RF), conventional irrigation (CI) and micro-sprinkler irrigation (MI), as well as topsoil compaction after seeds sowing under three irrigation methods (RFC, CIC, and MIC). The two years’ results indicated that MI significantly increased GY compared to CI and RF, which averagely increased by 17.9 and 42.1%, respectively. The increase in GY of MI was due to its significant increase in the number of spikes, kernels per spike, and grain weight. Chlorophyll concentration in flag leaves of MI after anthesis stage was maintained higher levels than CI and RF, RF was the lowest. This was due to the dramatically enhanced catalase and peroxidase activity and lower malondialdehyde content under MI. Compared with RF and CI, MI significantly promoted dry matter remobilization and production after anthesis as well as its contribution to GY. In addition, MI significantly boosted root growth, and root activity during grain filling stage was remarkably enhanced than CI and RF. In 2021–2022, there was no significant difference in WUE between MI and RF, but the WUE of RF was significantly lower than MI in 2022–2023. However, WUE in MI was significantly improved compared to CI, that averagely increased by 15.1 and 17.6% for the two years. Topsoil compaction significantly increased GY and WUE under rain-fed conditions due to improved spike numbers and dry matter production. Overall, topsoil compaction is advisable for enhancing GY and WUE in rain-fed conditions, whereas micro-sprinkler irrigation can be adopted to achieve high GY and WUE simultaneously in the HP.