Ca2+ plays a crucial role as a secondary messenger in plant development and response to abiotic/biotic stressors. Calcium-dependent protein kinases (CDPKs/CPKs) are essential Ca2+ sensors that can convert Ca2+ signals into downstream phosphorylation signals. However, there is limited research on the function of CDPKs in the context of wheat–Puccinia striiformis f. sp. tritici (Pst) interaction. In this study, we aimed to address this gap by identifying putative CDPK genes from the wheat reference genome and organizing them into four phylogenetic clusters (I-IV). To investigate the expression patterns of the TaCDPK family during the wheat–Pst interaction, we analyzed time series RNA-seq data and further validated the results through qRT-PCR assays. Among the TaCDPK genes, TaCDPK7 exhibited a significant induction during the wheat–Pst interaction, suggesting that it has a potential role in wheat resistance to Pst. To gain further insights into the function of TaCDPK7, we employed virus-induced gene silencing (VIGS) to knock down its expression which resulted in impaired wheat resistance to Pst, accompanied by decreased accumulation of hydrogen peroxide (H2O2), increased fungal biomass ratio, reduced expression of defense-related genes, and enhanced pathogen hyphal growth. These findings collectively suggest that TaCDPK7 plays an important role in wheat resistance to Pst. In summary, this study expands our understanding of wheat CDPKs and provides novel insights into their involvement in the wheat–Pst interaction.