Late application of nitrogen (N) fertilizers at heading or anthesis is usually performed to produce wheat (Triticum aestivum L.) with high bread‐making quality. However, increasing energy costs and ecological problems due to N losses call for efficient and simplified N fertilization strategies. This study aimed to investigate the effect of late N fertilization on grain protein quality and thus baking quality and to evaluate if similar wheat quality can be maintained without late N application. Field experiments with two winter wheat cultivars differing in quality groups were conducted. The fertilization treatments comprised a rate of 220 kg N ha−1 applied in two or three doses (referred to as split N application), and 260 kg N ha−1 applied in four doses (additional late N fertilization) with different N fertilizer types. The results show that although split N application had no effect on grain protein concentration (GPC), it affected N partitioning in the grain, increasing mainly the concentration and proportion of the glutenin fraction. As a result, baking quality was improved by split N application. Late N fertilization enhanced GPC and the relative abundance of certain high molecular weight glutenin subunits (HMW‐GS). However, it had no effect on N partitioning in the grain and did not further improve baking quality. No obvious differences were found between N fertilizer types on grain yield and quality. The N fertilization effect was more pronounced on the wheat cultivar whose baking quality was more dependent on protein concentration. In evaluating baking quality of wheat flour, gliadin and glutenin proportions were better correlated with loaf volume than the overall protein concentration.