Selection is one of the most important forces in crop evolution. Common wheat is a major world food crop and a typical allopolyploid with a huge and complex genome. We applied four approaches to detect loci selected in wheat during domestication and improvement. A total of 7,984 candidate loci were detected, accounting for 23.3% of all 34,317 SNPs analysed, a much higher proportion than estimated in previous reports. We constructed a first generation wheat selection map which revealed the following new insights on genome-wide selection: (1) diversifying selection acted by increasing, decreasing or not affecting gene frequencies; (2) the number of loci under selection during domestication was much higher than that during improvement; (3) the contribution to wheat improvement by the D sub-genome was relatively small due to the bottleneck of hexaploidisation and diversity can be expanded by using synthetic wheat and introgression lines; and (4) clustered selection regions occur throughout the wheat genome, including the centromere regions. This study will not only help future wheat breeding and evolutionary studies, but will also accelerate study of other crops, especially polyploids.