The shoe landed about a metre away from Mr Wen and the protester, a young man, was then removed by security guards.
Mr Wen, who earlier signed a series of trade agreements with Gordon Brown on the final day of a three-day UK visit, described the incident as "despicable".
Protests have taken place about human rights and Tibet during his visit.
Protests
Five people were arrested in London on Sunday after trying to approach Mr Wen.
According to eye-witnesses, Mr Wen was interrupted near the end of a speech he was giving in Cambridge on the global economy.
According to the Press Association, the shoe was thrown from the back of the hall and landed "well away" from Mr Wen.
Reports said the protester urged the audience to challenge the Chinese prime minister, shouting "how can the university prostitute itself with this dictator?"
AFP reported that fellow members of the audience shouted "shame on you" as he was escorted out of the auditorium.
Police later confirmed that the man had been arrested on suspicion of a public order offence.
As Mr Wen arrived to deliver the speech, he was met by both pro-Chinese supporters and people demonstrating against China's human rights record in its own country and in Tibet.
The incident was similar to an event in December when US President George W Bush was forced to duck to avoid shoes thrown at him during a visit to Iraq.
'Determination'
Earlier, Prime Minister Gordon Brown called for greater collaboration on trade between the UK and China during talks with Mr Wen at Downing Street.
Mr Brown said they shared a determination to reverse the economic downturn and Mr Wen said "concerted efforts" were needed to "address the common challenges that we face".
Mr Wen said the economic crisis showed the "dangers of a totally unregulated market".
He added: "Only by working together, only by making a concerted effort, can we address the common challenges we face."
Mr Brown said the 4 trillion yuan (£400bn) fiscal stimulus announced by the Beijing authorities in November would help British exports to China, particularly in low-carbon technologies.
"The strength of the relationship between China and Britain will be a pivotal force in helping us through the downturn and a powerful driving force behind our future growth and prosperity."
Mr Wen met Conservative leader David Cameron for 45 minutes on Sunday to talk about topics including the economic crisis and fighting climate change.
Mr Cameron raised human rights issues with the Chinese leader and emphasised the importance of "greater participation" in Beijing's political process.
Mr Wen's European tour includes visits to Germany, Spain, and Brussels.
ref:http://news.bbc.co.uk/2/hi/7865868.stm
宝宝说：“老师们、同学们：这种卑鄙的伎俩，阻挡不了中英两国人民的友谊。 人类的进步，世界的和谐，是历史的潮流，是任何力量阻挡不了的。 请让我讲下去。”
Herramientas 
