Background Wheat allergy is not an uncommon event among Thai children. Despite strict avoidance, some patients developed reactions after accidental exposure to minute amount of wheat and thus disturbed their quality of life. Wheat oral immunotherapy (OIT) has been reported to be an alternative treatment for such patients. Objective We designed a new 3-step wheat OIT protocol for treatment of severe wheat allergy in Thai patients. The feasibility of the protocol is evaluated and is reported here in this paper. Methods We retrospectively reviewed medical records of 26 patients who had undergone wheat OIT during a 30-month period. The 3-step protocol consisted of an initial phase of double-blind, placebo-controlled food challenge (DBPCFC) and initiation of OIT, a build-up phase, and a maintenance phase. Patient retention in the protocol was the main outcome for this feasibility study. Adverse effects during OIT were recorded. Correlation between serum specific IgE (SpIgE) to wheat and eliciting dose in phase I was determined. Results Fourteen females and 12 males with a median age of 6 years were studied. Their median age when wheat allergy began was 8 months. Median SpIgE to wheat was high (198 kUA/L). All patients developed reactions during DBPCFC with 17 of 26 patients had moderate to severe reactions required adrenaline injections. Median of eliciting dose of wheat was exceedingly low, i.e., 20 mg of wheat protein. At the end of the study, 23 of 26 patients (88%) were still in the study. Adverse reactions during the build-up phase was frequent (13 patients, 50%), with adrenaline required in 6 occasions. Six patients reached maintenance phase. Conclusion The new 3-step wheat OIT protocol was feasible in these highly wheat-sensitized patients. Despite a high retention rate, a high rate of adverse effects was observed both during DBPCFC and build-up phases.