Nitrogen fertilizer input is the main determinant of wheat yield, and heavy nitrogen fertilizer application causes serious environmental pollution. It is important to understand the genetic response mechanism of wheat to nitrogen and select wheat germplasm with high nitrogen efficiency. In this study, 204 wheat species were used to conduct genome-wide association analysis. Nine phenotypic characteristics were obtained at the seedling stage in hydroponic cultures under low-, normal, and high-nitrogen conditions. A total of 765 significant loci were detected, including 438, 261, and 408 single nucleotide polymorphisms (SNPs) associated with high-, normal, and low-nitrogen conditions, respectively. Among these, 14 SNPs were identified under three conditions, for example, AX-10887638 and AX-94875830, which control shoot length and root–shoot ratio on chromosomes 6A and 6D, respectively. Additionally, 39 SNPs were pleiotropic for multiple traits. Further functional analysis of the genes near the 39 SNPs shows that some candidate genes play key roles in encoding proteins/enzymes, such as transporters, hydrolases, peroxidases, glycosyltransferases, oxidoreductases, acyltransferases, disease-resistant proteins, ubiquitin ligases, and sucrose synthetases. Our results can potentially be used to develop low-nitrogen-tolerant species using marker-assisted selection and provide a theoretical basis for breeding efficient nitrogen-using wheat species.