Impact of water extractable arabinoxylan from rye bran on frozen steamed bread dough quality was investigated in terms of the bread characteristics, ice crystallization, yeast activity as well as the gluten molecular weight distribution and glutenin macropolymer content in the present study. Results showed that water extractable arabinoxylan significantly improved bread characteristics during the 60-day frozen storage. Less water was crystallized in the water extractable arabinoxylan dough during storage, which could explain the alleviated yeast activity loss. For all the frozen dough samples, more soluble high molecular weight (Mw≈91,000–688,000) and low molecular weight (Mw≈91,000–16,000) proteins were derived from glutenin macropolymer depolymerization. Nevertheless, water extractable arabinoxylan dough developed higher glutenin macropolymer content with lowered level of soluble low molecular weight proteins throughout the storage. This study suggested water extractable arabinoxylan from rye bran had great potential to be served as an effective frozen steamed bread dough improver.