Fermentable sugars have long been a research focus and are an important product of biorefining. Many researches have been dedicated to improving the yield of fermentable sugars from lignocellulose. However, an understanding of the residual lignin in pretreated and hydrolyzed residues remains lacking. In this work, wheat straw (WS) was autohydrolyzed under increasingly severe reaction conditions (temperature of 160–200 °C and reaction times of 20–60 min), and the anatomical characteristics of the resultant biomass were carefully analyzed to provide visual evidences of the fate of lignin. The results showed that 12.3 g/L of total xylose can be produced from autohydrolysis of WS. Further, the enzymatic hydrolysis efficiency of WS increased by 70.3% after autohydrolysis at 200 °C for 60 min. Under those conditions, the cell wall of WS were found to be significantly damaged, and the vascular bundles of lignin in the cell wall was firstly removed depending on the distribution of constituent compounds in the cell wall. The NMR analysis showed that the β-O-4 link bond and G-lignin units were affected the most during the autohydrolysis of WS, providing a route to understand the changes in WS lignin before and after autohydrolysis. It is our hope that these findings will lead to more targeted approaches for WS pretreatment and increase its applicability to biorefinery processes.