In order to investigate the nitrogen cycle at the headwaters of endorheic rivers in a natural situation, the Urumqi River originated from the northern slope of Chinese Tianshan Mountains was chosen as a typical region in the Northwest China. The regional nitrogen system was simplified into the atmospheric deposition (input) and runoff (output), and the nitrogen budget was modeled according to the chemical data of precipitation, runoff, soil and glacier. The headwaters of Urumqi River were defined as the upward area of the Main Control Hydrological Station (3408 m above sea level). The Glacier No.1 Hydrological Station (3659 m above sea level) and the Empty Cirque Hydrological Station (3805 m above sea level) at the headwaters were applied for observing the differences between glacier area and non-glacier area, respectively. The results indicated: (1) The annual atmospheric deposition (including wet and dry deposition) of total nitrogen (inorganic and organic nitrogen) at the headwaters of Urumqi River was 17.0 t/a, which was dominated by organic nitrogen (10.1 t/a), along with ammonium nitrogen (NH₄⁺-N, 4.88 t/a) and nitrate nitrogen (NO₃^--N, 2.03 t/a). The annual atmospheric deposition flux at the Main Control Hydrological Station, the Glacier No.1 Hydrological Station and the Empty Cirque Hydrological Station was 5.92 kg·hm^-2·a^-1, 4.60 kg·hm^-2·a^-1 and 4.80 kg·hm^-2·a^-1, respectively. The atmospheric deposition of nitrogen at the headwaters was much less than that at the downstream, which was influenced by the anthropogenic activities. (2) The regional nitrogen output in runoff was composed of three main sections as below: runoff loss directly from atmospheric deposition, glacier melt loss and sand transportation loss. At the headwaters of the Urumqi River, the nitrogen output was dominated by sand transportation loss (16.2 t/a, accounting for 66% of the total), followed with the runoff loss directly from atmospheric deposition (5.94 t/a, accounting for 24%) and glacier melt loss (2.52 t/a, accounting for 10%). At the Glacier No.1 Hydrological Station, the glacier melt loss of nitrogen (38% of the total) took a principal role of nitrogen loss, due to its marked glacier cover percentage. At the Empty Cirque Hydrological Station, 55% of nitrogen loss was attributed to the sand transportation, instead of the direct lost from atmospheric deposition (45%). (3) The nitrogen budget showed that the nitrogen input was less than the nitrogen output at the headwaters of Urumqi River. The study area was a regional nitrogen source. Modeled based on the atmospheric deposition and runoff, the annual net flux of nitrogen at the Main Control Hydrological Station, the Glacier No.1 Hydrological Station and the Empty Cirque Hydrological Station were -2.64 kg·hm^-2·a^-1, -1.39 kg·hm^-2·a^-1 and -3.67 kg·hm^-2·a^-1, respectively. The nitrogen loss flux was less significant in glacier area (observed at the Glacier No.1 Hydrological Station) than that in non-glacier area (observed at the Empty Cirque Hydrological Station), which was generally caused by the low content of nitrogen in the embryonic soil near modern glacier. With a consideration of the biological nitrogen fixation and denitrification additionally in the regional nitrogen cycle, the nitrogen output was more significant than the modelling result.