Due to the inherent difficulties associated with gene delivery into regenerable explants and recovery of plantlets with the introduced transgene, wheat was the last among cereals to be genetically transformed. This review attempts to summarize different efforts in the direction of achieving genetic transformation of wheat by various methods. Particle bombardment is the most widely employed procedure for the introduction of marker genes and also for the generation of transformed wheat with introduction of agronomically important genes for quality improvement, engineering of nuclear male sterility, transposon tagging, resistance to drought stress, resistance against fungal pathogens and insect resistance. The other methods of choice of gene delivery into wheat tissues include electroporation and co-cultivation with Agrobacterium. Several alternative approaches including microinjection, direct imbibition, permeabilization, silicon carbide fiber-mediated and pollen tube pathway have also been attempted for introduction of foreign DNA with varied degrees of success. In future, use of marker assisted selection and genomics approaches will increase the effectiveness and efficiency of wheat breeding programs, and will also provide insights into genetic control of key traits to be used for genetic manipulation.