Intake of polyphenol-modified wheat products has the potential to reduce the incidence of chronic diseases. In order to determine the modification effect of polyphenols on wheat gluten protein, the effects of grape skin anthocyanin extract (GSAE, additional amounts of 0.1%, 0.2%, 0.3%, 0.4%, and 0.5%, respectively) on the microstructure and physicochemical properties of gluten protein were investigated. The introduction of GSAE improves the maintenance of the gluten network and increases viscoelasticity, as evidenced by rheological and creep recovery tests. The tensile properties of gluten protein were at their peak when the GSAE level was 0.3%. The addition of 0.5% GSAE may raise the denaturation temperature of gluten protein by 6.48 °C–9.02 °C at different heating temperatures, considerably improving its thermal stability. Furthermore, GSAE enhanced the intermolecular hydrogen bond of gluten protein and promoted the conversion of free sulfhydryl groups to disulfide bonds. Meanwhile, the GSAE treatment may also lead to protein aggregation, and the average pore size of gluten samples decreased significantly and the structure became denser, indicating that GSAE improved the stability of the gluten spatial network. The positive effects of GSAE on gluten protein properties suggest the potential of GSAE as a quality enhancer for wheat products.