Based on the cost-benefit data of Chinese top ten major wheat-producing areas and Xinjiang wheat from 2004 to 2021, the data envelopment analysis model (DEA) and the total factor productivity index (Malmquist) were used to analyze the overall wheat production, the current situation and existing problems of factor productivity in Xinjiang from a regional and temporal perspective. The research results found that: (1) Scale efficiency, comprehensive technical efficiency and pure technical efficiency were significant in two stages, and Xinjiang wheat production efficiency was mainly restricted by technical level. (2) The total factor productivity of wheat in Xinjiang was on an overall growth trend, and technological progress was the main factor affecting total factor productivity. (3) The technical progress and pure technical efficiency of wheat production in Xinjiang were better than the average level of the main producing areas, and the scale efficiency still has great room for improvement. Therefore, further optimizing the production scale of Xinjiang's wheat output and promoting the improvement of technological level will be of great significance to the growth of Xinjiang's wheat total factor productivity.