Dumplings are a traditional Chinese food welcomed by Chinese people. Research has indicated that process of quick-frozen wheat cultivars and their gliadins are all related to the quality and shelf-life of dumplings. Therefore, the effect of freeze–thaw cycles on the textural properties and microscopic characteristics of two types of quick-frozen dumpling wrappers (Zhaomai and Wenmai 19) and conformation of their gliadins were investigated. Scanning electron microscopy showed that Wenmai 19 dumpling wrappers had apparent damage after the first cycle, but Zhaomai wrappers did not reveal significant changes until the fourth cycle. The particle size distribution in the starch granules of Wenmai 19 wrappers varied in terms of mechanical damage, but Zhaomai delayed or avoided such effects. FT-IR found a loose protein structure of the gliadins. Differential scanning calorimetry showed that gliadins of Wenmai 19 degenerated more than those of Zhaomai. The crosslinking of gliadin and glutenin maintained a high-quality gluten network, thus protecting the gliadin stability from ice crystals. In turn, the gliadin maintained the strength of the gluten network. Therefore, raw flours with high-quality protein networks are more suitable for frozen dumplings. Freeze–thaw cycles dramatically decreased the textural characteristics of dumpling wrappers and the microscopic characteristics of their gliadin proteins. Concerning wheat cultivars with weak gluten, flours with high-quality protein networks are more suitable as raw materials for frozen dumplings.