Using first-principles simulations, we have computed incorporation energies and diffusion barriers of ammonia, the nitrogen molecule and atomic nitrogen in monoclinic hafnia (m-HfO2). Our calculations show that ammonia is likely to dissociate into an NH2 molecular unit, whereas the nitrogen molecule remains as a molecule either in the interstitial space or at an oxygen lattice site. The lowest energy pathway for the diffusion of atomic nitrogen interstitials consists of the hopping of the nitrogen interstitial between neighboring three-coordinated lattice oxygen atoms that share a single Hf atom, and the barrier for such hops is determined by a switching mechanism. The substitutional nitrogen atom shows a preference for diffusion through the doubly positive oxygen vacancy-mediated mechanism. Furthermore, we have investigated the impact of nitrogen atoms on the diffusion barriers of oxygen and hydrogen interstitials in m-HfO2. Our results show that nitrogen incorporation has a significant impact on the barriers for oxygen and hydrogen diffusion: nitrogen atoms attract oxygen and hydrogen interstitials diffusing in the vicinity, thereby slowing down (reducing) their diffusion (diffusion length).