Fusarium blight of wheat is usually caused by Fusarium graminearum, and the pathogenic fungi will secrete effectors into the host plant tissue to affect its normal physiological process, so as to make it pathogenic. The CFEM (Common in Fungal Extracellular Membrane) protein domain is unique to fungi, but it is not found in all fungi. The CFEM protein contained in F. graminearum may be closely related to pathogenicity. In this study, 23 FgCFEM proteins were identified from the F. graminearum genome. Then, features of these proteins, such as signal peptide, subcellular localization, and transmembrane domains, etc., were analyzed and candidate effectors were screened out. Sequence alignment results revealed that each FgCFEM protein contains one CFEM domain. The amino acids of the CFEM domain are highly conserved and contain eight spaced cysteines, with the exception that FgCFEM8, 9, and 15 lack two cysteines and three cysteines were missed in FgCFEM18 and FgCFEM22. A recently identified CFEM_DR motif was detected in 11 FgCFEMs, and importantly we identified two new conserved motifs containing about 29 and 18 amino acids (CFEM_WR and CFEM_KF), respectively, in some of FgCFEM proteins. Transcriptome analysis of the genes encoding CFEM proteins indicated that all the CFEM-containing genes were expressed during wheat infection, with seven and six genes significantly up- and down-regulated, respectively, compared with in planta and in vitro. Based on the above analysis, FgCFEM11 and FgCFEM23 were predicted to be F. graminearum effectors. This study provides the basis for future functional analyses of CFEM proteins in F. graminearum.