Vegan and gluten-free markets have grown considerably in the last few years. Sustainability and the use of agro-industrial waste have also gained interest on food market. Thus, this study aimed to develop a vegan gluten-free alfajor, assessing the effect of different gluten-free flours (peanut okara (a by-product), sorghum, and rice flours) on the product sensory profile, and its market appeal. A simplex centroid design was applied to optimize the alfajor formulation. Check All That Apply and acceptance tests were performed. The use of different flours and their mixtures generated products with different texture attributes. All formulations obtained good acceptances, but higher concentrations of peanut okara and sorghum flours contributed to produce softer alfajors, considered as preferred by consumers. Therefore, it was possible to develop a gluten-free alfajor with sensory quality adding value to an agroindustrial by-product.