WRKY-type transcription factors are involved in multiple aspects of plant growth, development and stress response. WRKY genes have been found to be responsive to abiotic stresses; however, their roles in abiotic stress tolerance are largely unknown especially in crops. Here, we identified stress-responsive WRKY genes from wheat (Triticum aestivum L.) and studied their functions in stress tolerance. Forty-three putative TaWRKY genes were identified and two multiple stress-induced genes TaWRKY2 and TaWRKY19 were further characterized. TaWRKY2 and TaWRKY19 are nuclear proteins, and displayed specific binding to typical cis-element W-box. Transgenic Arabidopsis plants overexpressing TaWRKY2 exhibited salt and drought tolerance compared to controls. Overexpression of TaWRKY19 conferred tolerance to salt, drought and freezing stresses in transgenic plants. TaWRKY2 enhanced expressions of STZ and RD29B, and bound to their promoters. TaWRKY19 activated expressions of DREB2A, RD29A, RD29B and Cor6.6, and bound to DREB2A and Cor6.6 promoters. The two TaWRKY proteins may regulate the downstream genes through direct binding to the gene promoter or via indirect mechanism. Manipulation of TaWRKY2 and TaWRKY19 in wheat or other crops should improve their performance under various abiotic stress conditions.