Winter wheat (Triticum aestivum L.) is one of the most important cereal crops in the world, and mulching is mostly practiced in the semi-arid region of Northwest China. We examined the effect of different mulching practices on soil N, plant N uptake, N use efficiency and yield of wheat with similar fertilizer rate. The experiment was conducted for 5 yr with four replicates. The five practices included: Control (CK), nitrogen fertilizer and no mulching (NM), nitrogen fertilizer plus plastic film mulching (PM), nitrogen fertilizer plus ridge mulching and furrow seeding (RM+FS), and nitrogen fertilizer plus straw mulching (SM). We found that yield and biomass of winter wheat were significantly affected by different mulching practices during the five growing seasons. Compared to the NM treatment, the PM, SM, and RM+FS treatments increased grain yield by 13, 9, and 4%, respectively, and biomass by 19, 13, and 10%, respectively. Compared to the NM, the RM+FS and PM treatments tended to decrease average grain, straw, and chaff N concentration, while straw mulching tended to increase average grain, straw, and chaff N concentration. Compared to the NM treatment, all mulching treatments consistently increased NUE, and straw mulching had the most significant effect. Nitrate-N in the NM was most likely to leach into deep layers, followed by the SM and the lowest nitrate-N leaching risk was in the two plastic film mulching treatments. The PM could increase winter wheat yield and decrease the risk of nitrate-N leaching. Thus, PM performed better among the mulching practices.