A 2-yr field study was conducted during 1998 and 1999 at Stoneville, MS, on a Dundee silt loam to determine weed control, yield, and net return associated with winter cover crops in soybean. Cover crop systems included Italian ryegrass, oat, rye, wheat, hairy vetch, crimson clover, subterranean clover, no-cover crop conventional tillage (CT), and no-cover crop no-tillage (NT), all with standard preemergence (PRE), postemergence (POST), PRE + POST, and no-herbicide weed management. Oat (11.1 Mg/ha) had highest dry biomass compared to all other cover crops (6.0 to 7.6 Mg/ha) at soybean planting. Biomass decreased 9 wk after planting (WAP) compared to the respective biomass at soybean planting in all cover crops. Italian ryegrass and rye biomass decay was slow and about two-thirds of plant residue persisted at 9 WAP. Cover crops had no effect on densities of barnyardgrass, prickly sida, and yellow nutsedge, but altered the density of browntop millet. Total weed biomass was higher in rye, wheat, and subterranean clover than in Italian ryegrass cover crop systems, and higher with the PRE-only vs. POST-only or PRE + POST programs at 10 WAP soybean. Soybean yield decreased in the order of no-cover crop NT ≥ no-cover crop CT ≥ hairy vetch ≥ crimson clover ≥ rye ≥ oat ≥ wheat ≥ subterranean clover > Italian ryegrass. None of the cover crop systems gave soybean yield higher than the no-cover crop CT system in the absence of herbicides. Under a PRE-only program, all cover crop systems had lower yield compared to the no-cover crop CT system. When late-emerged weeds were controlled with POST applications (POST-only or PRE + POST programs), all cover crops, except Italian ryegrass, had no detrimental effect on soybean yields, which were not different from no-cover crop CT plots. In cover crops, input costs were high due to additional cost of seeds, planting, and desiccation. Net return was highest in no-cover crop NT ($105/ha) followed by no-cover crop CT ($76/ha) system. Net returns were negative for all cover crops and losses were highest in crimson clover (−$62/ha) and subterranean clover (−$161/ha).