As an alternative to Noah's answer, we can solve the problem by classifying the definable sets in $(\mathbb{Z},+)$.
The complete theory of the structure $\mathcal{Z} = (\mathbb{Z}; 0,+,-,(n|)_{n\in \mathbb{Z}})$ has quantifier elimination. Here $n\mid$ is a unary relation symbol defining the multiples of $n$, so $n\mid x$ means $x\equiv 0 \text{ (mod $n$)}$. I previously wrote a longer answer about this, see here. Since $(\mathbb{Z}; 0,+,-,(n|)_{n\in \mathbb{Z}})$ is a definitional expansion of $(\mathbb{Z};+)$, they have the same definable sets.
A term in variables $x_1,\dots,x_k$ is equivalent in $\mathcal{Z}$ to one of the form $\sum_{i=1}^k a_ix_i$, with each $a_i\in \mathbb{Z}$. So every atomic formula (without parameters) is equivalent in $\mathcal{Z}$ to one of the form $\sum_{i=1}^k a_ix_i = 0$ or $\sum_{i=1}^k a_ix_i\equiv 0\text{ (mod $n$)}$. If we allow parameters, every atomic formula is equivalent to one of the form $\sum_{i=1}^k a_ix_i = b$ or to $\sum_{i=1}^k a_ix_i\equiv b\text{ (mod $n$)}$. By quantifier elimination, every formula is equivalent to a boolean combination of formulas of these forms. This gives a useful description of all definable subsets of $\mathbb{Z}^k$.
Specializing to the case $k = 1$, we find that every atomic formula with parameters has the form $ax = b$ or $ax\equiv b\text{ (mod $n$)}$.
Case 1: $ax = b$. This formula defines $\varnothing$, $\mathbb{Z}$, or the singleton $\{b/a\}$, depending on the values of $a$ and $b$.
Case 2: $ax\equiv b \text{ (mod $n$)}$. This formula defines a finite union of bi-infinite (infinite in both directions) arithmetic progressions of common difference $n$, obtained by lifting the solutions to $ax = b$ in $\mathbb{Z}/n\mathbb{Z}$ back to $\mathbb{Z}$.
Thus every definable (with parameters) subset of $\mathbb{Z}$ is a finite boolean combination of singletons and bi-infinite arithmetic progressions. Conversely, every singleton and every bi-infinite arithmetic progression is definable in $\mathbb{Z}$, so the finite boolean combinations of these are exactly the definable sets.
One consequence is that if $D\subseteq \mathbb{Z}$ is definable and contains infinitely many positive integers, it also contains infinitely many negative integers. In particular, $\mathbb{N}$ is not definable in $(\mathbb{Z},+)$, even with parameters.