Abstract: In order to research wheat productive efficiency in Anhui Province and Surrounding Provinces, the changes of efficiency productivity of wheat were analyzed by the means of DEA and Malmquist index with the input-output data of Anhui and surrounding provinces from 2003 to 2011. The results showed that, from 2003 to 2011, the comprehensive technical efficiency of wheat production was not high in Anhui and surrounding provinces; total factor productivity of wheat did not achieve the effective frontier; technological progress tended to be retrograde, while technical efficiency tended to be rising. So, the key factor of sustainable increasing of wheat yield was to accelerated introduce advanced technique to increasing the efficiency of wheat production in Anhui and surrounding provinces.