Despite its importance to food security, statistical investigations of climate change impacts on wheat yields are rare. This paper focuses on climate change implications for winter wheat in China. Our results reveal that Fall hot days and early Spring freezing days have significant yield implications. We also find freezing days are not generally studied as a yield influencer. But we find their influence is critical where we estimate a net yield gain of 0.4% when considering a reduction of freezing days, as opposed to a yield loss of 4.1% when such effects are omitted. Our results pass a suite of robustness checks, especially those regarding irrigation. We also estimate the role of long-run adaptations. We find substantial influences of adaptation effects that could possibly reverse the sign of yield impacts. Namely, our estimated long-run impacts show yield gains of 0.4%-3%, whereas short-run estimates indicate yield reductions of 1.1%-32.6%. Lastly, we find estimates from the conventional fixed effects panel models tend to reflect climatic effects that lie between short-run and long-run impacts.