Millets are an underutilized and important drought-resistant crop, which are mainly used for animal feed. The major constituent in millet is starch (70%); millet starch represents an alternative source of starches like maize, rice, potato, etc. This encouraged us to isolate and characterize the starches from different millet sources and to evaluate the application of these starches in edible film preparation. In the present study, the physicochemical, morphological, and film-forming characteristics of millet starches were studied. The amylose content, swelling power, and solubility of millet starches ranged from 11.01% to 16.61%, 14.43 to 18.83 g/g, and 15.2% to 25.9%, respectively. Significant differences (p < 0.05) were found with different pasting parameters, and the highest peak (2985 cP), breakdown (1618 cP), and final viscosity (3665 cP) were observed for barnyard, proso, and finger millet starch, respectively. Little millet starch achieved the highest pasting temperature. All starches showed A-type crystalline patterns, and relative crystallinity was observed at levels of 24.73% to 32.62%, with proso millet starch achieving the highest value. The light transmittance of starches varied from 3.3% to 5.2%, with proso millet starch showing the highest transparency. Significant differences (p < 0.05) were observed in the water solubility, thickness, opacity and mechanical characteristics of films. The results of the present study facilitate a better assessment of the functional characteristics of millet starches for their possible applications in the preparation of starch films.