In this study, extracted wheat gluten (WG)/polyvinyl alcohol (PVA) composite nanofibers sheets were successfully fabricated by electrospinning technique. Zinc, silver, and iron nanoparticles were synthesized by co-precipitation approach and incorporated into wheat gluten-extracted solution. Scanning electron microscopy images demonstrated the beadless, self-assembled, and rounded morphology of WG/PVA/NPs nanofibers with scattered nanoparticles (NPs). However, fewer beads were observed in the WG/PVA fibrous structure. Fourier-transform infrared spectroscopy (FTIR) was used for studying the WG composite nanofiber’s chemical structure, functional groups, and compositional changes in nanofibers before and after the smoke filtration process. The smoke filtration performance of WG composite nanofiber sheets as cigarette filters was evaluated by a designed smoke system. The WG composite nanofibrous sheets as filters outperformed local cigarette filter in terms of their capability to absorb and filter smoke pollutants, with WG/PVA/Ag having the highest filtration efficiency (42.6%) followed by WG composite Zn (34.5%) and Fe nanofibers (32.2%). These WG/PVA/NPs-based nanofiber filters could be a potential candidate for broadening the application scope of wheat gluten nanofibers in pollutant removal. Self-assembled, bead-free WG composite nanofiber sheets with high filtration capacity, adequate stability in organic solvent, and solubility in polar and non-polar solvents are desirable properties for a wide range of applications in biomaterial industries, such as adsorption membranes.