The use of winter cover crops (WCC) such as hairy vetch ( Vicia villosa Roth) and cereal rye ( Secale cereale L.), in a corn ( Zea mays L.)–soybean [ Glycine max (L.) Merr.] rotation provides long‐term benefits that are generally overlooked. There is a particular lack of information regarding the effects of WCC on soil physical and chemical properties. The objective of this study was to assess the effects of four crop sequences (C/S, corn‐fallow/soybean‐fallow; C‐R/S‐R, corn‐rye/soybean‐rye; C‐R/S‐V, corn‐rye/soybean‐vetch; and C‐R/S‐VR, corn‐rye/soybean‐vetch and rye) under no‐till on several soil physical and chemical properties. Soil chemical properties included soil organic matter (SOM), pH, total nitrogen (TN), nitrates (NO 3 –N), and available phosphorus (P). The analyzed soil physical properties analyzed were: water‐aggregate stability (WAS), bulk density (D b ), penetration resistance (PR), total porosity (TP), pore‐size distribution, water retention properties, and saturated hydraulic conductivity ( K sat ). The experimental design was a split‐split‐plot where whole‐plot treatments (sampling period) had a Latin square design and subplot treatments (crop sequences) were arranged in a randomized complete block design with four replications. Compared with winter fallow, crop sequences that included WCC provided substantial benefits from the soil productivity standpoint. Specifically, the use of the C‐R/S‐V or C‐R/S‐VR increased SOM down to 30 cm. All WCC sequences improved WAS with increases of 9, 13, and 17% for C‐R/S‐R, C‐R/S‐V, and C‐R/S‐VR, respectively. Winter cover crop sequences reduced D b and PR of the soil surface and increased total and storage porosity along with plant available water. While the C‐R/S‐V sequence was the most effective in reducing soil NO 3 –N, the C‐R/S‐R sequence was the most effective in fixing soil P.