This study aimed to investigate the impact of heat treatment on the molecular structure of starch and protein in wheat flour and to establish a correlation between the changes in molecular structure and the resulting effects on the pasting properties of the flour. Heat treatment increased the pasting viscosity and pasting temperature with the extent of heat-treated time and temperature. Moreover, the water absorption indexes, swelling power, and gelatinization enthalpy of heat-treated flour were higher than that of untreated flour, while the water solubility indexes were lower. The clustered starch granules and aggregated protein increased the particle size of flour after heat treatment. Additionally, heat treatment decreased the damaged starch content from 6.54% in native flour to 2.94% in treated flour (100 °C, 30 min), causing an increase in the short-range order structure and relative crystallinity of starch. The aggregated protein induced by heat owned the lower free sulfhydryl content and higher SDS-insoluble protein and β-sheet structure. The pasting properties variations were mainly correlated with the molecular structure changes of protein induced by heat. These results provided a theoretical basis for tailoring flour to produce wheat-based products with desired properties through the application of heat treatment technology.