(1) Background: Winter grazing of livestock poses significant environmental risks of nitrogen (N) leaching and sediment runoff. (2) Methods: A field study tested the effects of sowing catch crops of oats (Avena sativa L.), ryecorn (Secale cereale L.) or triticale (Triticosecale) in June and August (winter) in Southland, New Zealand (NZ), on the risk of N leaching losses from simulated N loads left after winter forage grazing. (3) Results: Catch crops took up 141-191 kg N ha-1 by green-chop silage maturity (approximately Zadoks growth stage 52; November/December). Importantly, early-sown catch crops were able to capture more N during the key leaching period from winter to mid-spring (77-106 kg N ha-1 cf. 27-31 kg N ha-1 for June and August treatments, respectively). At this time, ryecorn and triticale crops sown in June captured 20-29 kg ha-1 more N than June-sown oats (77 kg N ha-1). In October, early-sown catch crops reduced mineral N in the soil profile (0-45 cm depth) by 69-141 kg N ha-1 through the process of plant uptake. At green-chop silage maturity, catch crop yields ranged from 6.6 to 14.6 t DM ha-1. Highest yields and crop quality profiles (e.g., metabolizable energy, crude protein, soluble sugars and starch) were achieved by the oats, irrespective of the sowing date, indicating that trade-offs likely exist between environmental and productive performances of the catch crop species tested. (4) Conclusion: The catch crop of choice by farmers will depend on the desired end use for the crop, its place in the crop rotation and its potential for an environmental benefit.