<p>Millets are small-grained, climate-resilient cereals that assume great significance in imparting sustainable food and nutritional security. Besides their agronomic advantages, the millets are highly nutritious and contain a wide range of phytochemicals with human health beneficial properties. There has been a recent surge in the consumption of these heritage grains and food technologists across the globe are exploring several heat-imparted processing methods for developing improved products out of these gluten-free grains. Therefore, this work aims to serve as a resource covering the state-of-the-art known information about the conventional and emerging thermal processing techniques employed in millets. However, identifying a specific conventional or emerging technique for precise improvement in nutritional or overall quality remains a distant goal, as the effects of these techniques depend on factors like dosage, duration, and other process-related variables, along with the dynamics of the food matrix. This review not only analysed the common thermal processing methods used for millets but also their influence on nutritional quality, digestibility, bio accessibility, and bioavailability. Understanding these changes can aid in developing new millet-based food products that meet consumer demands, enhance market potential, and support health claims. Overall, this area of research is still under-explored, and future research on emerging technologies and value-added millet products should take into account the relationship between composition and nutrient bioavailability.</p>