The cell wall is an important compartment in grain cells that fulfills both structural and functional roles. It has a dynamic structure that is constantly modified during development and in response to biotic and abiotic stresses. Non-structural cell wall proteins (CWPs) are key players in the remodeling of the cell wall during events that punctuate the plant life. Here, a subcellular and quantitative proteomic approach was carried out to identify CWPs possibly involved in changes in cell wall metabolism at two key stages of wheat grain development: the end of the cellularization step and the beginning of storage accumulation. Endosperm and outer layers of wheat grain were analyzed separately as they have different origins (maternal and seed) and functions in grains. Altogether, 734 proteins with predicted signal peptides were identified (CWPs). Functional annotation of CWPs pointed out a large number of proteins potentially involved in cell wall polysaccharide remodeling. In the grain outer layers, numerous proteins involved in cutin formation or lignin polymerization were found, while an unexpected abundance of proteins annotated as plant invertase/pectin methyl esterase inhibitors were identified in the endosperm. In addition, numerous CWPs were accumulating in the endosperm at the grain filling stage, thus revealing strong metabolic activities in the cell wall during endosperm cell differentiation, while protein accumulation was more intense at the earlier stage of development in outer layers. Altogether, our work gives important information on cell wall metabolism during early grain development in both parts of the grain, namely the endosperm and outer layers. The wheat cell wall proteome is the largest cell wall proteome of a monocot species found so far.