Given the pressing global food security crisis and climate change-induced constraints on agricultural productivity, crop rotation proves critical for boosting yield and grain quality of winter wheat (Triticum aestivum) alongside ameliorating soil quality. However, the legacy effect of different preceding crops on synergistic increments of wheat productivity and soil fertility remains to be fully clarified. Five different preceding crop–winter wheat rotations were conducted in a field experiment established in Huanghua, China. Maize (Zea mays), sorghum (Sorghum bicolor), and millet (Setaria italica) were designated as preceding gramineous crops, and soybean (Glycine max) and mung bean (Vigna radiata) were assigned as preceding legume crops. Grain yield, protein fraction, and soil nutrients were measured to elucidate the legacy effect of the preceding crops on the subsequent winter wheat. Leguminous predecessors significantly evaluated the grain yield of winter wheat compared to gramineous predecessors, particularly that the mung–winter wheat rotation (Mun-W) was 11.56% higher than that of the maize–winter wheat rotation (Mai-W). This rising yield was attributed to the increase of 4.05% in spike number per hectare and 14.31% in kernel number per spike. The Mun-W facilitated the highest gluten protein content (8.22%) in winter wheat among five treatments, which was 6.06% higher than that in the sorghum–winter wheat system. Soil organic matter (SOM) showed an advantage in legume–winter wheat rotations (Leg-Ws) compared to gramineous crop–winter wheat systems (Gra-Ws). Notably among these, the Mun-W significantly enhanced SOM content by 0.99% relative to the Mai-W. The soybean–winter wheat system decreased soil pH by 0.36 compared to the Mai-W system. Coupling coordination degree (CCD) and co-benefit index (CBI) in the Leg-Ws exhibited significant superiority of 62.41% and 42.22% over the Gra-Ws, respectively, and the Mun-W attained maximum CCD by 0.84 and CBI by 0.77. From a multi-objective assessment perspective of the legacy effect of the preceding crops, legume-based rotations facilitate synergistic improvements of yield, protein quality, and soil nutrients in winter wheat.