Given a graph $G$ and a positive integer $k$, define the \emph{Gallai-Ramsey number} to be the minimum number of vertices $n$ such that any $k$-edge coloring of $K_n$ contains either a rainbow (all different colored) triangle or a monochromatic copy of $G$. Much like graph Ramsey numbers, Gallai-Ramsey numbers have gained a reputation as being very difficult to compute in general. As yet, still only precious few sharp results are known. In this paper, we obtain bounds on the Gallai-Ramsey number for wheels and the exact value for the wheel on $5$ vertices.