Cereal aphids are major insect pests of wheat, which cause significant damages to wheat production. Previous studies mainly focused on the resistance of different wheat varieties to one specific aphid species. However, reports on the physiology and defense responses of wheat to different cereal aphids are basically lacking. In this work, we studied the feeding behavior of three cereal aphids: the grain aphid, Sitobion avenae (Fabricius), the greenbugs, Schizaphis graminum (Rondani), and the bird cherry-oat aphid, Rhopalosiphum padi (Linnaeus) on winter wheat, and the physiology and defense responses of wheat to the infestation of these cereal aphids with focus on how these cereal aphids utilize divergent strategies to optimize their nutrition requirement from wheat leaves. Our results indicated that S. graminum and R. padi were better adapted to penetrating phloem tissue and to collect more nutrition than S. avenae. The harm on wheat physiology committed by S. graminum and R. padi was severer than that by S. avenae, through reducing chlorophyll concentration and interfering metabolism genes. Furthermore, cereal aphids manipulated the plant nutrition metabolism by increasing the relative concentration of major amino acids and percentage of essential amino acids. In addition, different cereal aphids triggered specific defense response in wheat. All of these results suggested that different cereal aphids utilize divergent strategies to change the physiological and defense responses of their host plants in order to optimize their nutrition absorption and requirement. These findings not only extend our current knowledge on the insect-plant interactions but also provide useful clues to develop novel biotechnological strategies for enhancing the resistance and tolerance of crop plants against phloem-feeding insects.