Wheat gluten and wheat-bran cellulose were mixed into alkaline-ethanol system. The blend dispersions were used to prepare composite films using a film casting method in this study. The effects of solid-liquid ratio, wheat-bran cellulose content, the additive amount of glycerol, ethanol concentration, pH values and xanthan gum content in film forming system on physical properties of composite films were investigated. The physical properties contain tensile strength, elongation at break, water vapor permeability, water solubility and light transmittance etc. In the results, wheat-bran cellulose could significantly enhance the tensile strength, and decreased the water vapor permeability and water solubility. The highest tensile strength was 20.44 MPa, which was 140% higher than pure wheat gluten film. The factors of film forming system have different effects on the physical properties of the composite films. The glycerol content was the most important for the physical properties, followed by wheat-bran cellulose content and xanthan gum minimum. The results have carried on the preliminary exploration to wheat gluten composite films with excellent properties.