For arable stockless farming systems, the integration of catch crops (CC) during the fallow period might be a key for closing the nitrogen (N) cycle, reducing N leaching and increasing the transfer of N to the subsequent crop. However, despite considerable research efforts, the fate of N in such integrated systems remains unclear. To address this, a two-year field experiment was carried out in northern Germany with different CC, including frost-tolerant and frost-killed CC. The experiment started following a two-year ryegrass/red clover ley, which was subsequently sown with a cereal (CE) or a grain legume (field pea, PE). This provided two contrasting systems with high residual N in autumn. The results showed high N uptake of the CC, ranging from 84 to 136 kg N ha−1 with PE as the pre-crop, and from 33 to 110 kg N ha−1 with CE. All CC reduced N leaching compared with the control, a bare fallow over autumn/winter. Of the various CC, the frost-killed CC showed higher leaching compared with the other CCs, indicating mineralisation of the CC residue in the later autumn/winter period. The process based APSIM (Agricultural Production SIMulator) model was used to simulate N cycling for a cereal grain legume rotation, including a frost-killed and a frost resistant CC. While the model simulated the biomass and the N uptake by the crops, as well as the reduction of N leaching with the use of CC well, it under-estimated N leaching from the frost-killed CC. The study showed that all CC were affective at reducing N leaching, but winter hard catch crops should be preferred, as there is a risk of increased leaching following the mineralisation of residues from frost-killed CC.