Non-isothermal thermogravimetric analysis, under nitrogen and air atmospheres, has been applied to study the thermal degradation of wheat gluten and gluten–glycerol-based bioplastics. In order to explain experimental data, thermal degradation has been simulated using the so-called pseudo-components, which are related to protein fraction (mainly gliadin and glutenin), residual starch and plasticiser. Thus, the proposed models have been used to shed some light on the thermal decomposition of these materials, which have been found affected by their compositions and microstructures.