Increased genetic gain for complex traits in plant breeding programs can be achieved through different selection strategies. The objective of this study was to compare potential gains for grain yield in a winter wheat breeding program through estimating response to selection R values across several selection approaches including phenotypic (PS), marker-based (MS), genomic (GS), and a combination of PS and GS (PS+GS). Ten populations of Washington State University (WSU) winter wheat breeding lines including a diversity panel and F5 and double haploid lines evaluated from 2015 to 2019 growing seasons for grain yield in Lind and Pullman, WA, USA were used in the study. Selection was conducted by selecting the top 20% of lines based on observed yield (PS strategy), genomic estimated breeding values (GS), presence of yield "enhancing" alleles of the most significant single nucleotide polymorphism (SNP) markers identified from genome-wide association mapping (MS), and high observed yield and estimated breeding values (PS+GS). Overall, PS compared to other individual selection strategies (MS and GS) showed the highest mean response (R = 0.61) within the same environment. When combined with GS, a 23% improvement in R for yield was observed, indicating that gains could be improved by complementing traditional PS with GS within the same environment. Validating selection strategies in different environments resulted in low to negative R values indicating the effects of genotype-by-environment interactions for grain yield. MS was not successful in terms of R relative to the other selection approaches; using this strategy resulted in a significant (P < 0.05) decrease in response to selection compared with the other approaches. An integrated PS+GS approach could result in optimal genetic gain within the same environment, whereas a PS strategy might be a viable option for grain yield validated in different environments. Altogether, we demonstrated that gains through increased response to selection for yield could be achieved in the WSU winter wheat breeding program by implementing different selection strategies either exclusively or in combination.