Wheat straw (WS) is considered a favourable substrate for biogas production. However, due to its rigid structure and high carbon to nitrogen (C/N ratio), its biodegradability during anaerobic digestion (AD) is usually low. In the present study, the effect of steam explosion pre-treatment on WS, combined with C/N adjustment with inorganic nitrogen, on biogas production was evaluated. Additionally, co-digestion of WS with protein-rich agri-industrial by-products (dried distillers’ grains with solubles (DDGS) and rapeseed meal (RM)) was assessed. Steam explosion enhanced biogas production from WS, whereas the addition of NH4Cl was beneficial (p < 0.05) for the digestion of steam-exploded wheat straw (SE). Furthermore, mono-digestion of the four different substrates seemed to be efficient in both inoculum to substrate ratios (I/S) tested (3.5 and 1.75 (w/w)). Finally, during co-digestion of WS and SE with DDGS and RM, an increase in the cumulative methane production was noted when higher amounts of DDGS and RM were co-digested. This study demonstrated that DDGS and RM can be used as an AD supplement to stimulate gas production and improve wheat straw biodegradability, while their addition at 10% on an AD system operating with WS can enhance gas yields at levels similar to those achieved by steam-exploded straw.