Sustainable crop production systems can be attained by using inputs efficiently and nitrogen use efficiency (NUE) parameters are indirect measurements of sustainability of production systems. The objective of this study was to investigate the effect of selected nitrogen (N) management treatments on wheat yields, grain and straw N concentration, and NUE parameters, under conservation agriculture (CA). The present study was conducted at the International Maize and Wheat Improvement Center (CIMMYT), in northwest, Mexico. Seventeen treatments were tested which included urea sources, timing, and methods of fertilizer application. Orthogonal contrasts were used to compare groups of treatments and correlation and regression analyses were used to look at the relationships between wheat yields and NUE parameters. Contrasts run to compare wheat yields or agronomic efficiency of N (AE(N)) performed similarly. Sources of urea or timing of fertilizer application had a significant effect on yields or AE(N) (p > 0.050). However, methods of application resulted in a highly significant (p < 0.0001) difference on wheat yields and agronomic efficiency of N. NUE parameters recorded in this study were average but the productivity associated to NUE levels was high. Results in this study indicate that wheat grew under non-critically limiting N supply levels, suggesting that N mineralization and reduced N losses from the soil under CA contributed to this favorable nutritional condition, thus minimizing the importance of N management practices under stable, mature CA systems.