It missed its intended target and barely disrupted the premier's speech, but that has not prevented China from issuing an angry statement.
"The Chinese side has expressed its strong feelings against the occurrence of the incident," spokeswoman Jiang Yu said in a statement.
She said the British government had already apologised for the protester's "despicable behaviour", an act that would not affect bilateral ties.
Chinese internet users were less diplomatic when expressing their anger.
"I think the guy was very stupid. He accused the premier of being a dictator. This to me has no logic," said one, who appeared to have had a ticket to the event.
Is this the quality of students at Cambridge, a university with 800 years of history?
"Is this the quality of students at Cambridge, a university with 800 years of history?" asked another.
The Chinese government's response stands in sharp contrast to the more humorous reaction to the incident involving George Bush in Iraq.
Mr Bush was on a farewell trip when a local journalist threw two shoes at the then US president. Throwing shoes is an insult in the Middle East.
When asked a question about the incident at a press conference, Chinese Foreign Ministry spokesman Liu Jianchao said state leaders should be respected.
But - to laughter - he added: "Next time I should watch out for not only [those] who are raising their hands, but also [those] who are untying their shoelaces."
Sole-searching
The BBC asked spokeswoman Jiang Yu about the different responses. "Both our comments are proper," she replied.
China saw the funny side when shoes were thrown at Mr Bush
China's media outlets also seem to think this incident, where a sports shoe was thrown, is less funny than the one Mr Bush had to deal with.
When that happened, witty headlines such as, "Shoe attack leads to sole-searching" appeared in the Chinese press.
But there was no humour in reports about Premier Wen's speech, which was the top story for China's main broadcaster, China Central Television (CCTV).
The shoe-throwing incident initially received little comment - and was referred to simply as "a disturbance", although later news bulletins on CCTV carried a fuller report.
Mr Wen also had to brave pro-Tibet supporters on his three-day visit to the UK.
The man charged in connection with the incident is due to appear before Cambridge magistrates next week.
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