Combine whole rye flour, tofu, yeast, salt, and sugar in a bowl and mix.
Add water and soy milk, then knead into a dough.
Let the dough rise for the first proof.
Place the dough in a bread tin and let it rise for the second proof.
Bake in a preheated oven at 180°C for 35 minutes.
Allow to cool on a wire rack.