The production of porous wheat gluten (WG) absorbent materials by means of extrusion processing is presented for the future development of sustainable superabsorbent polymers (SAPs). Different temperatures, formulations, and WG compositions were used to determine a useful protocol that provides the best combination of porosity and water swelling properties. The most optimal formulation was based on 50 wt.% WG in water that was processed at 80 °C as a mixture, which provided a porous core structure with a denser outer shell. As a green foaming agent, food-grade sodium bicarbonate was added during the processing, which allowed the formation of a more open porous material. This extruded WG material was able to swell 280% in water and, due to the open-cell structure, 28% with non-polar limonene. The results are paving the way towards production of porous bio macromolecular structures with high polar/non-polar liquid uptake, using extrusion as a solvent free and energy efficient production technique without toxic reagents.