Drought is one of the major ecological factors limiting crop production and food quality globally, especially in the arid and semi-arid areas of the world. Wheat is the staple food for more than 35% of world population and wheat cultivation is mainly restricted to such zones with scarcity of water, so wheat anti-drought physiology study is of importance to wheat production, food safety and quality and biotechnological breeding for the sake of coping with abiotic and biotic conditions. The current study is to investigate changes of anti-oxidative physiological indices of 10 wheat genotypes at tillering stage. The main results and conclusion of tillering stage in terms of activities of POD, SOD, CAT and MDA content as followed: (1) 10 wheat genotypes can be generally grouped into three kinds (A-C, respectively) according to their changing trend of the measured indices; (2) A group performed better drought resistance under the condition of treatment level 1 (appropriate level), whose activities of anti-oxidative enzymes (POD, SOD, CAT) were higher and MDA lower; (3) B group exhibited stronger anti-drought under treatment level 2 (light-stress level), whose activities of anti-oxidative enzymes were higher and MDA lower; (4) C group expressed anti-drought to some extent under treatment level 3 (serious-stress), whose activities of anti-oxidative enzymes were stronger, MDA lower; (5) these results demonstrated that different wheat genotypes have different physiological mechanisms to adapt themselves to changing drought stress, whose molecular basis is discrete gene expression profiling (transcriptom). The study in this respect is the key to wheat anti-drought and biological-saving water in worldwide arid and semi-arid areas; (6) POD, SOD, and CAT activities and MDA content of different wheat genotypes had quite different changing trend at different stages and under different soil water stress conditions, which was linked with their origin of cultivation and individual soil water threshold, which will provide better reference to selecting proper plant species for eco-environmental construction and crops for sustainable agriculture in arid and semi-arid areas.