Southeast Asia is the largest and fastest growing destination for global wheat exports and is projected to attract 27.6 Mt of wheat from Canada, the United States, Argentina, the Black Sea region, and Australia in 2019–2020. This article outlines how choice modeling can be applied to improve wheat breeding to ensure new varieties are better suited to end-user preferences in Southeast Asia. We describe a choice modeling study involving Southeast Asian wheat buyers and millers responsible for more than 70% of flour production in the region. Depending on the food produced from wheat flour, similarities and some differences in the trait preferences of wheat buyers and millers were revealed. The choice modeling approach illustrated here could be applied to other grains, other products, and other regions.