[Background] Improving crop yield while mitigating nitrogen application and water-saving has become increasingly important in recent years. Excessive nitrogen and irrational irrigation lead to nitrogen loss and nitrate accumulation in the soil, and nitrate leaching varies with annual precipitation. This study aimed to evaluate effects of nitrogen rate and supplemental water on nitrate distribution, and nitrogen absorption and utilization by winter wheat in different pre-sowing stored soil water. [Methods] A split-split plot experiment was conducted for two wheat seasons using three pre-sowing stored soil waters (S1: 350 mm, S2: 450 mm, and S3: 650 mm), four nitrogen rates (N0: 0, N105: 105 kg ha- 1, N210: 210 kg ha- 1, and N315: 315 kg ha- 1), and four supplemental waters (W0: 0, W1: 56.3 mm, W2: 78.1 mm, and W3: 100 mm). [Conclusion] The results showed that higher pre-sowing stored soil water increased soil NO3--N content throughout the profile, but also enhanced crop uptake, thereby reducing residual nitrate in the deepest layer under S3 treatment. Nitrogen rate was the dominant factor influencing nitrate leaching, with N210 and N315 markedly increasing NO3--N accumulation in the 80-160 cm layer. Grain yield peaked at N105W3 under S1 treatment, and at N210W3 under S2 and S3 treatments, while excessive nitrogen (>= 315 kg ha-1) reduced both yield and nitrogen use efficiency (NUE). NUE increased with moderate nitrogen (105-210 kg ha-1) and adequate supplemental water (78.1-100 mm), but declined when nitrogen or water exceeded optimal levels; the optimal nitrogen rates derived from multi-objective regression (yield, NUE, leaching) were 105 kg ha-1 (S1), 162 kg ha-1 (S2) and 168 kg ha-1 (S3), achieving high grain yields (1000-5600 kg ha-1) with acceptable nitrate leaching. [Suggestion] The findings provide a scientific basis for water-nitrogen management in dryland wheat production, suggesting that "moderate nitrogen and appropriate water" can maximize yield while minimizing environmental risks.