In recent years, with advent of the development of efficient plant regeneration systems in cereal crops, the field of recombinant DNA technology has opened up new avenues for genetic transformation of crop plants. Monocots particularly cereals were initially considered difficult to genetically engineer, primarily due to their recalcitrance to in vitro regeneration and their resistance to Agrobacterium. Continuous efforts and systematic screening of cultivars and tissues for regeneration potential, development of various DNA delivery methods and optimization of gene expression cassettes have led the development of reliable transformation protocols for the major cereals including wheat. Since the production of first fertile transgenic wheat plants in 1992s, microprojectile-mediated gene transfer has proved the most successful method for genetic transformation of wheat not only for the introduction of marker genes but also agronomically important genes for improving quality of wheat flour, transposon tagging, building resistance against fungal pathogen and insects, engineering male sterility, and resistance to drought stress. Despite tremendous successes in producing fertile transgenic wheat plants using various methods and approaches, elite cultivars of wheat still remain recalcitrant to transformation. Moreover, in comparison with other major cereals like rice and maize, the development of a high throughput wheat transformation systems has been slowed and severely affected by genotype effects on plant regeneration, low transformation efficiencies and problems with transgene inheritance and stability of expression. Majority of the researcher worldwide have used genetic engineering to tailor wheat for specific end-use by using immature embryos as the primary target tissue for the delivery of desired foreign genes. Hence, we have focused our attention to the work done on stable gene expression and transformation of wheat by employing microprojectile bombardment and Agrobacterium as a source of foreign DNA delivery into immature embryos. Recent advances in wheat transformation especially successes in genetic transformation of wheat with agronomically important genes and novel and innovative approaches for wheat transformation based on different selection schemes are also discussed.