This work investigates the structure, rheological properties, and film performance of wheat flour hydrocolloids and their comparison with that of a wheat starch (WS)–gluten blend system. The incorporation of gluten could decrease inter-chain hydrogen bonding of starch, thereby reducing the viscosity and solid-like behavior of the film-forming solution and improving the frequency-dependence, but reducing the surface smoothness, compactness, water vapor barrier performance, and mechanical properties of the films. However, good compatibility between starch and gluten could improve the density of self-similar structure, the processability of the film-forming solution, and film performance. The films based on wheat flours showed a denser film structure, better mechanical properties, and thermal stability that was no worse than that based on WS–gluten blends. The knowledge gained from this study could provide guidance to the development of other flour-based edible packaging materials, thereby promoting energy conservation and environmental protection.