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Deep phosphorus application can be a usefull measure to improve crops’ performance in semi-arid regions, but more knowledge of both its general effects and effects on specific crops is required to optimize treatments. Thus, the aims of this study were to evaluate the effects of phosphorus (P) application at different soil layers on root growth, grain yield, and water-use efficiency (WUE) of winter wheat grown on the semi-arid Loess Plateau of China and to explore the relationship between root distribution and grain yield. The experiment consisted of four P treatments in a randomized complete block design with three replicates and two cultivars: one drought-sensitive (Xiaoyan 22, XY22) and one drought-tolerant (Changhan 58, CH58). The four P treatments were no P (control, CK), surface P (SP), deep P (DP), and deep-band P application (DBP). CH58 produced larger and deeper root systems, and had higher grain yields and WUE, under the deep P treatments (DP and DBP) than under SP, clearly showing that deep P placement had beneficial effects on the drought-tolerant cultivar. In contrast, the grain yield and root growth of XY22 did not differ between DP or DBP and SP treatments. Further, root dry weight (RW) and root length (RL) in deep soil layer (30-100 cm) were closely positively correlated with grain yield and WUE of CH58 (but not XY22), highlighting the connections between a well-developed subsoil root system and both high grain yield and WUE for the drought-tolerant cultivar. WUE correlated strongly with grain yield for both cultivars (r=0.94, P<0.001). In conclusion, deep application of P fertilizer is a practical and feasible means of increasing grain yield and WUE of rainfed winter wheat in semi-arid regions, by promoting deep root development of drought-tolerant cultivars.