Vinegar residue is the by-product in the vinegar production process. The large amount of vinegar residue has caused a serious environmental problem owing to its acidity and corrosiveness. Anaerobic digestion is an effective way to convert agricultural waste into bioenergy, and a previous study showed that vinegar residue could be treated by anaerobic digestion but still had room to improve digestion efficiency. In this study, steam explosion at pressure of 0.8, 1.2, and 1.5 MPa and residence time of 5, 10, 15, and 20 min were used to pretreat vinegar residue to improve methane production, respectively. Scanning electron microscopy and X-ray diffraction analyses were applied to validate structural changes of vinegar residue after steam explosion. Results showed that steam explosion pretreatment could destroy the structure of lignocellulose by removing the hemicellulose and lignin, and improve the methane yield effectively. Steam explosion-treated vinegar residue at 0.8 MPa for 5 min produced the highest methane yield of 153.58 mL g_VS^-1, which was 27.65% (significant, α < 0.05) more than untreated vinegar residue (120.31 mL g_VS^-1). The analyses of pH, total ammonia-nitrogen, total alkalinity, and volatile fatty acids showed that steam explosion did not influence the stability of anaerobic digestion. This study suggested that steam explosion pretreatment on vinegar residue might be a promising approach and it is worth further study to improve the efficiency of vinegar residue waste utilisation.