Dry hot wind is one of the main prevailing agro-meteorological disasters during the grain filling stage of winter wheat in Northern China. In this study, three major winter wheat cultivars, including Henong 6119 (HN6119), Gaoyou 5218 (GY5218), and Jimai 325 (JM325) in Hebei Province were selected to analyze their responses to dry hot wind. Under the combined conditions of field natural dry hot wind and artificially simulated dry hot wind experiments, we characterized the three cultivars’ physiological parameters as affected on the day with dry hot wind, and on the day before and after hot wind conditions. Comparative analysis of different correlations among the three cultivars’ physiological parameters toward dry hot wind showed that, during field nature dry hot wind conditions, HN6119 showed less water loss of leaves by reducing the stomatal conductance and transpiration rate, while GY5218 and JM325 showed more water loss of leaves by increasing the stomatal conductance and transpiration rate. The net photosynthetic rate, transpiration rate, and stomatal conductance of HN6119 were recovered during the recovery time after dry hot wind conditions, while these parameters of GY5218 and JM325 showed a continuous decreasing trend. During dry hot wind day, HN6119 showed significant positive correlation between physiological parameters, while GY5218 and JM325 showed poor correlation. The stress of severe dry hot wind on thousand kernel weight (TKW) of HN6119, GY5218 and JM325 is 0.01%, 3.51%, 3.57%, respectively. The stress of mild dry hot wind on thousand kernel weight (TKW) of HN6119, GY5218 and JM325 is 0.36%, 8.12%, 8.84%, respectively. In summary, HN6119 showed strong resistance to dry hot wind, followed by GY5218, and JM325; JM325 had the weakest resistance to dry hot wind.