Despite the importance of winter wheat in Central Asian countries, there are limited reports describing their diversity within this region. In this study, the population structures of 115 modern winter wheat cultivars from four Central Asian countries were compared to germplasms from six other geographic origins using 10,746 polymorphic single-nucleotide polymorphism (SNP) markers. After applying the STRUCTURE package, we found that in terms of the most optimal K steps, samples from Kazakhstan and Kyrgyzstan were grouped together with samples from Russia, while samples from Tajikistan and Uzbekistan were grouped with samples from Afghanistan. The mean value of Nei’s genetic diversity index for the germplasm from four groups from Central Asia was 0.261, which is comparable to that of the six other groups studied: Europe, Australia, the USA, Afghanistan, Turkey, and Russia. The Principal Coordinate Analysis (PCoA) showed that samples from Kyrgyzstan, Tajikistan, and Uzbekistan were close to samples from Turkey, while Kazakh accessions were located near samples from Russia. The evaluation of 10,746 SNPs in Central Asian wheat suggested that 1006 markers had opposing allele frequencies. Further assessment of the physical positions of these 1006 SNPs in the Wheat Ensembl database indicated that most of these markers are constituents of genes associated with plant stress tolerance and adaptability. Therefore, the SNP markers identified can be effectively used in regional winter wheat breeding projects for facilitating plant adaptation and stress resistance.