The increase in the grain density (GD) is the key factor for effectively controlling Nitrogen-Use Efficiency (NUE) in winter wheat. Winter-wheat protection with fungicides and/or foliar fertilization with micronutrients during the critical stages of yield formation affects the grain yield by increasing GD. This hypothesis was verified in a two-factor field experiment, carried out in the 2013/2014, 2014/2015, 2015/2016 growing seasons. A field experiment in a two-factor split-plot design, included three systems of wheat foliar protection (FP): (i) N + Mi (N + macronutrients), (ii) N + P (N + fungicides), (iii) N + Mi + P, and 0, 40, 80, 120, 160, 200, 240 kg N ha−1. The grain yield, despite the significant effect of years, depended on the interaction of FP and N doses. The maximum yield of 8.1, 10.7, 11.1 t ha−1 for the optimal N dose of 79.8, 227.4, and 245.2 kg ha−1, was achieved, respectively, for N + Mi, N + N, N + Mi + P. The wheat-grain yield depended significantly on GD (R2 = 0.98, p ≤ 0.001). Wheat protected with fungicides increased GD gradually with the N dose, reaching over 3000 grains per m2 when fertilized with 200 kg N ha−1. The lack of fungicide protection, reducing GD, consequently resulted in a greater accumulation of N in straw at the expense of grain. Fungicide protection of wheat through the positive effect on N management by wheat should be considered as an agronomic measure that supports N-Use Efficiency.