Nitrogen (N) is a major nutrient needed to attain optimal grain yield (GY) in all environments. Nitrogen fertilisers represent a significant production cost, in both monetary and environmental terms. Developing genotypes capable of taking up N early during development while limiting biomass production after establishment and showing high N-use efficiency (NUE) would be economically beneficial. Genetic variation in NUE has been shown previously. Here we describe the genetic characterisation of NUE and identify genetic loci underlying N response under different N fertiliser regimes in a bread wheat population of doubled-haploid lines derived from a cross between two Australian genotypes (RAC875 × Kukri) bred for a similar production environment. NUE field trials were carried out at four sites in South Australia and two in Western Australia across three seasons. There was genotype-by-environment-by-treatment interaction across the sites and also good transgressive segregation for yield under different N supply in the population. We detected some significant Quantitative Trait Loci (QTL) associated with NUE and N response at different rates of N application across the sites and years. It was also possible to identify lines showing positive N response based on the rankings of their Best Linear Unbiased Predictions (BLUPs) within a trial. Dissecting the complexity of the N effect on yield through QTL analysis is a key step towards elucidating the molecular and physiological basis of NUE in wheat.