The response of grain yield, grain nitrogen (N), phenological development and evapotranspiration of winter wheat to climate change was analysed over an 80-year period based on climate change predictions of four regional circulation models (RCMs) under the IPCC (International Panel on Climate Change) A1B emission scenario for the 21st century using three process-based models; A 20-year set (1991–2010) of observed daily climate data from Aarslev, Denmark was used to form the baseline, from which the RCM data were generated. The simulation of crop growth was performed with increasing carbon dioxide (CO2) levels and under continuous mono-cropping system at different N input rates. Results indicated that grain yield and grain N will be reduced in the future despite increased CO2 concentration in the atmosphere. While the increased N input may increase yield, it will not increase grain N. The present study suggested that in Denmark, alternative strategies for organic N acquisition of plants must be developed. Statistical analyses showed that while the crop models were the main source of uncertainty in estimating crop performance indicators in response to climate change, the choice of RCM was the main source of uncertainty in relation to baseline estimations.