ZF-HD family genes play important roles in plant growth and development. Studies about the whole genome analysis of ZF-HD gene family have been reported in some plant species. In this study, the whole genome identification and expression profile of the ZF-HD gene family were analyzed for the first time in wheat. A total of 37 TaZF-HD genes were identified and divided into TaMIF and TaZHD subfamilies according to the conserved domain. The phylogeny tree of the TaZF-HD proteins was further divided into six groups based on the phylogenetic relationship. The 37 TaZF-HDs were distributed on 18 of 21 chromosomes, and almost all the genes had no introns. Gene duplication and Ka/Ks analysis showed that the gene family may have experienced powerful purification selection pressure during wheat evolution. The qRT-PCR analysis showed that TaZF-HD genes had significant expression patterns in different biotic stress and abiotic stress. Through subcellular localization experiments, we found that TaZHD6-3B was located in the nucleus, while TaMIF4-5D was located in the cell membrane and nucleus. Our research contributes to a comprehensive understanding of the TaZF-HD family, provides a new perspective for further research on the biological functions of TaZF-HD genes in wheat.