There's soy protein but no wheat in these (at least I don't think there's any in the spray). I hear the spray is good for fine hair and has a tad of hold to it. I'm intersted in trying it but just haven't gotten that far down my wishlist yet.
I have fine hair too and the Direct Leave-In wasn't too heavy for me and worked well on my dry ends. You can concentrate it on the ends then just rake the expess through to keep from weighing down your roots.