In this paper, a novel pretreatment approach, named SO3 micro-thermal explosion, greatly improved the saccharification of wheat straw was conducted for the first time although this method has been effectively applied for the rice straw. After combing with dilute alkali, the pretreated wheat straw contained 59.9% cellulose, 19.3% hemicellulose and 8.7% lignin, which means 77.5% of lignin was removed while the cellulose and hemicellulose were slightly destroyed at the same time. At 60°C of the micro-thermal explosion temperature, the highest saccharification rate of the pretreated wheat straw was of 89.3% for 24h. By the SEM, XPS and FT-IR analysis, the major possible procedure of the SO3 micro-thermal explosion pretreatment process was proposed, among which the hydration of SO3 and esterification of lignin were the key reactions.