Millet is a primary food for people living in the dry and semi-dry regions and is dispersed within most parts of Europe, Africa, and Asian countries. As part of the European Union (EU) efforts to establish food originality, there is a global need to create Protected Geographical Indication (PGI) and Protected Designation of Origin (PDO) of crops and agricultural products to ensure the integrity of the food supply. In the present work, Visible and Near-Infrared Spectroscopy (Vis-NIR) combined with machine learning techniques was used to discriminate 16 millet varieties (n = 480) originating from various regions of China. Five different machine learning algorithms, namely, K-nearest neighbor (K-NN), Linear discriminant analysis (LDA), Logistic regression (LR), Random Forest (RF), and Support vector machine (SVM), were used to train the NIR spectra of these millet samples and to assess their discrimination performance. Visible cluster trends were obtained from the Principal Component Analysis (PCA) of the spectral data. Cross-validation was used to optimize the performance of the models. Overall, the F-Score values were as follows: SVM with 99.5%, accompanied by RF with 99.5%, LDA with 99.5%, K-NN with 99.1%, and LR with 98.8%. Both the linear and non-linear algorithms yielded positive results, but the non-linear models appear slightly better. The study revealed that applying Vis-NIR spectroscopy assisted by machine learning technique can be an essential tool for tracing the origins of millet, contributing to a safe authentication method in a quick, relatively cheap, and non-destructive way.