This review is dedicated to wheat hemicelluloses and its main components D-xylose and L-arabinose as raw materials for fine organic chemistry. The context of the wheat agro-industry, its by-products, and extraction and hydrolysis of hemicelluloses to produce the pentoses are considered. The straightforward preparation of pentose-based surfactants, their properties, and their situation in the field of carbohydrate-based surfactants are addressed. Multistep transformations of pentoses are also described, first from a methodology point of view, with the aim of producing multifunctional enantiopure building-blocks, then considering targeted natural and/or bioactive products. Selected reactions of furfural, an important dehydration product of pentoses, are also presented.