Shallow groundwater plays a vital role in physiology morphological attributes, water use, and yield production of winter wheat, but little is known of its interaction with nitrogen (N) application. We aimed to explore the effects of N fertilization rate and shallow groundwater table depth (WTD) on winter wheat growth attributes, yield, and water use. Experiments were carried out in micro-lysimeters at WTD of 0.6, 0.9, 1.2, and 1.5 m with 0, 150, 240, and 300 kg/ha N application levels for the winter wheat (Triticum aestivum L.). The results showed that there was an optimum groundwater table depth (Op-wtd), in which the growth attributes, groundwater consumption (GC), yield, and water use efficiency (WUE) under each N application rate were maximum, and the Op-wtd decreased with the increase in N application. The Op-wtd corresponding to the higher velocity of groundwater consumption (Gv) appeared at the late jointing stage, which was significantly higher than other WTD treatments under the same N fertilization. WTD significantly affected the Gv during the seeding to the regreening stage and maturity stage; the interaction of N application, WTD, and N application was significant from the jointing to the filling stage. The GC, leaf area index (LAI), and yield increased with an increase of N application at 0.6–0.9-m depth—for example, the yield and the WUE of the NF300 treatment with 0.6-m depth were significantly higher than those of the NF150–NF240 treatment at 20.51%, and 14.81%, respectively. At 1.2–1.5-m depth, the N application amount exceeding 150–240 kg/ha was not conducive to wheat growth, groundwater use, grain yield, and WUE. The yield and the WUE of 150-kg/ha treatment were 15.02% and 10.67% higher than those of 240–300-kg/ha treatment at 1.2-m depth significantly. The optimum N application rate corresponding to yield indicated a tendency to decrease with the WTD increase. Considering the winter wheat growth attributes, GC, yield, and WUE, application of 150–240 kg/ha N was recommended in our experiment.