Attainable water-use efficiency relates attainable yield, i.e. the best yield achieved through skilful use of available technology, and seasonal evapotranspiration (ET). For wheat crops in south-eastern Australia, there is a common, often large gap between actual and attainable water-use efficiency. To evaluate whether this gap is only an Australian problem or a general feature of dry environments, we compared water-use efficiency of rainfed wheat in south-eastern Australia, the North American Great Plains, China Loess Plateau, and the Mediterranean Basin. A dataset of published data was compiled (n = 691); water-use efficiency (WUE_Y/ET) was calculated as the ratio between actual grain yield and seasonal ET. Maximum WUE_Y/ET was 22 kg grain/ha.mm. Average WUE_Y/ET (kg grain/ha.mm) was 9.9 for south-eastern Australia, 9.8 for the China Loess Plateau, 8.9 for the northern Great Plains of North America, 7.6 for the Mediterranean Basin, and 5.3 for the southern-central Great Plains; the variation in average WUE_Y/ET was largely accounted for by reference evapotranspiration around flowering. Despite substantial differences in important factors including soils, precipitation patterns, and management practices, crops in all these environments had similarly low average WUE_Y/ET, between 32 and 44% of attainable efficiency. We conclude that low water-use efficiency of Australian crops is not a local problem, but a widespread feature of dry environments. Yield gap analysis for crops in the Mallee region of Australia revealed low availability of phosphorus, late sowing, and subsoil chemical constraints as key factors reducing water-use efficiency, largely through their effects on soil evaporation.