We analysed the photoprotective response in water-stressed plants of durum wheat (Triticum turgidum L. var. durum cv. Mexa). The plants were grown in a greenhouse for 4 weeks and then exposed to water stress by withholding water for 8 d. Development of water stress was monitored as the decrease in relative water content (RWC) and net CO2 assimilation of the last fully developed leaf. The photoprotective response was evaluated in the same leaves by analysing modulated chlorophyll fluorescence, leaf spectroradiometrical changes, and pigment content. Measurements were performed 3, 6 (moderate stress) and 8 (severe stress) d after water-stress treatment began. The non-photochemical quenching of chlorophyll fluorescence (qN), as well as the contents of zeaxanthin and antheraxanthin increased significantly after 6 d of treatment. However, a further rise in these xanthophylls on day 8 was not associated with any increase in qN. In addition, the β-carotene content rose significantly on day 8, suggesting an increase in antioxidant defences. The photochemical index (PI), derived from spectroradiometrical measurements, showed a strong progressive drop on days 6 and 8, which was paralleled by an increase in the de-epoxidation state of the xanthophyll cycle (DPS), in particular by the zeaxanthin content. At midday, PI was strongly (negatively) correlated with DPS and qN. These results suggest that the PI may be a reliable indicator of photoprotection in the study of plant stress, and in breeding programs.