The shrimp Penaeus vannamei is the most reared crustacean species in the world, with production gradually increasing over time. This growth is linked to the intensification of production, which increases yield results and nutrient-rich residues, such as nitrogen. Over time, many strategies for the control of nitrogenous compounds have been developed and used in the intensive culture of P. vannamei, consistently aiming to reduce water and land use and effluent generation, as well as to increase productivity. The great effort of the academy to develop strategies such as recirculating aquaculture systems (RAS), photoautotrophic, heterotrophic and chemoautotrophic (e.g., biofloc system), synbiotic systems, use of probiotic bacteria, water reuse, use of artificial substrates, denitrification phases, and integrated multitrophic systems met the need for the management of nitrogenous compounds and the creation of environmentally friendly systems. Although several studies have demonstrated the effects of these strategies on water quality, few studies have comprehensively synthesized this information by describing their key characteristics, mechanisms of action, and the overall trends reported in the literature. Therefore, this review aimed to critically address the main strategies for the control of nitrogenous compounds in intensive cultures of P. vannamei.