A better understanding of wheat nitrogen status is important for improving N fertilizer management in precision farming. In this study, four different sensors were evaluated for their ability to estimate winter wheat nitrogen. A Gaussian process regression (GPR) method with the sequential backward feature removal (SBBR) routine was used to identify the best combinations of vegetation indices (VIs) sensitive to wheat N indicators for different sensors. Wheat leaf N concentration (LNC), plant N concentration (PNC), and the nutrition index (NNI) were estimated by the VIs through parametric regression (PR), multivariable linear regression (MLR), and Gaussian process regression (GPR). The study results reveal that the optical fluorescence sensor provides more accurate estimates of winter wheat N status at a low-canopy coverage condition. The Dualex Nitrogen Balance Index (NBI) is the best leaf-level indicator for wheat LNC, PNC and NNI at the early wheat growth stage. At the early growth stage, Multiplex indices are the best canopy-level indicators for LNC, PNC, and NNI. At the late growth stage, ASD VIs provide accurate estimates for wheat N indicators. This study also reveals that the GPR with SBBR analysis method provides more accurate estimates of winter wheat LNC, PNC, and NNI, with the best VI combinations for these sensors across the different winter wheat growth stages, compared with the MLR and PR methods.