This article brings together the application of ice-like CO2 gas hydrates (GH) as a leavening agent in wheat bread along with the incorporation of some natural gelling agents or flour improvers into the bread to enhance the textural properties of the wheat bread. The gelling agents used for the study were ascorbic acid (AC), egg white (EW), and rice flour (RF). These gelling agents were added to the GH bread containing different amounts of GH (40, 60, and 70% GH). Moreover, a combination of these gelling agents in a wheat GH bread recipe was studied for each respective percentage of GH. The combinations of gelling agents used in the GH bread were as follows: (1) AC, (2) RF + EW, and (3) RF + EW + AC. The best combination of GH wheat bread was 70% GH + AC + EW + RF combination. The primary goal of this research is to gain a better understanding of the complex bread dough created by CO2 GH and its influence on product quality when certain gelling agents are added to the dough. Moreover, the prospect of managing and modifying wheat bread attributes by the use of CO2 GH with the addition of natural gelling agents has not yet been researched and is a fresh idea in the food industry.