Supplemental irrigation (SI) is considered as one of the effective water management practices for improving grain yield and nitrogen utilization efficiency (NUtE) in winter wheat (Triticum aestivum L.). However, whether SI increases grain yield and NUtE by improving the N status in winter wheat is unclear. Based on a two-year field experiment (2017-2018, 2018-2019), we studied the effects of different levels of SI (i.e., no SI (J0), volumetric soil water content at 100% field capacity at 20 cm (J20), and volumetric soil water content at 100% field capacity at 40 cm (J40)) and winter wheat cultivars (i.e., large spike-type Shannong 23 (SN23) and multi spike-type Shannong 29 (SN29)) on grain yield, NUtE and N status in winter wheat of the North China Plain. Our results indicated that, grain yield had a significant positive correlation with the amount of photosynthetic N (PN) at anthesis. With an increase in the N accumulation in shoots at anthesis (NAA), the amount of PN increased first and then remained stable, whereas the amount of reserve N (RN) increased continuously. Compared with SN29, SN23 allocated more N to PN and storage RN and less to structural N (SN) and accumulation RN at anthesis and had higher NUtE. Supplemental irrigation at jointing stage significantly increased the amount of NAA and pre-anthesis N redistributed to grains, and its contribution to grains, while the highest grain yield, NUtE, and water productivity (WP) were reached in J20 and not J40. WP was positively related to the amount of NAA and was also affected by the N nutrition index (NNI) at anthesis. The NNI of winter wheat under J20 treatment is optimal (approximated 1). In J40, with the higher irrigation amount, actual crop evapotranspiration (ETc act), the amounts of NAA and RN, and the NNI at anthesis increased further, but the amounts of PN and grain yield were not affected, which explained the reductions in NUtE and WP. Overall, moderate SI increased winter wheat grain yield and NUtE by improving N nutrition status as indicated by the NNI. And the NNI at anthesis is an important indicator to help manage irrigation and improve grain yield, NUtE, and WP in winter wheat on the North China Plain.