Update 2015-09-08: WiX Toolset 3.10 is released with official support for Visual Studio 2015 editions. It is available for download from wixtoolset.org.
You can manually enable Visual Studio 2015 compatibility with WiX 3.9 or earlier:
C:\Program Files (x86)\Microsoft Visual Studio 12.0\Common7\IDE\Extensions\Microsoft\WiX to C:\Program Files (x86)\Microsoft Visual Studio 14.0\Common7\IDE\Extensions\Microsoft\WiX
Then execute as Administrator:
"C:\Program Files (x86)\Microsoft Visual Studio 14.0\Common7\IDE\devenv" /setup
When you open Visual Studio 2015, WiX 3.9 and earlier projects will be compatible.
This was also my issue before, and it looks like Chris Schiffhauer's answer isn't the best solution by now, as WiX 3.9 or earlier is not specifically build for Visual Studio 2015.
@5ervant latest builds of WiX v3.10 support @VisualStudio 2015.
I only have Visual Studio Community 2015 RC when I'm looking for a solution, and upon following Chris' answer, after installing WiX Toolset v3.9 R2, I didn't found the C:\Program Files (x86)\Microsoft Visual Studio 12.0\Common7\IDE folder nor the C:\Program Files (x86)\Microsoft Visual Studio 11.0\Common7 folder in my system.
I have found that the order of installation is important. Using VS2015, when I tried to add an existing WiX project I could not select it because the *.wixproj extension was not available. When I tried to add a new WiX project the "Windows Installer XML" templates were not available.
To fix this I closed VS2015, uninstalled the WiX tools using the Control Panel and reinstalled it by running wix310.exe (version 3.10.2.2516 downloaded from https://wix.codeplex.com/releases/view/619491)
In my scenario the Wix project in the VS 2015 solution would load fine, but stopped loading one fine day with the exception that wix project type was not supported. The issue kept popping even after already installed the VS 2015 relevant Wix Toolset v3.11.1.2318 was updated.
The solution lied in going to Tools->Extension and Updates, locating Wix extension in the list of extensions and enabling it. It had got disabled somehow. Enabling it asked for restarting the VS 2015, which, upon restarting loaded the Wix project fine.