Millets are tiny‐seeded grains that play a crucial part in the mitigation of malnutrition and food insecurity due to global warming, accelerated growth in population, and an economic slowdown. Millets are indigenous climate‐resilient food crops that are processed to achieve enhanced shelf‐stable products along with preservation of their nutritional value. Non‐thermal processing is preferred in this aspect, owing to its minimal undesirable effects. Non‐thermal processing has many advantages over traditional techniques. Food ingredients that are sensitive to heat and chemical treatments can be subjected to non‐thermal processing for microbial disinfection, enzyme inactivation, protein modification, etc. It offers a new generation of value‐added foods with intact bioactive ingredients. This paper presents the recent advances in non‐thermal processing methods used in sorghum, foxtail, kodo, proso, little, pearl, and finger millets. This review consolidates the studies on the effects of mechanical grinding, germination, fermentation, high hydrostatic pressure, ultrasonication, irradiation, pulsed light, light emitting diodes, and cold plasma in the nutritive quality and storage characteristics of millets. Germination, fermentation, high pressure, ultrasonication, irradiation, pulsed‐light, and cold plasma improved the nutritional attributes, free radicals scavenging activity, and sensory characteristics of millets; however, extreme dehulling, milling, and polishing affected the contents of micronutrients, polyphenols, and dietary fiber. The processing methods also reduced the bulk density of millet products in the preparation of weaning and geriatric foods.Practical ApplicationsNon‐thermal techniques are advantageous in terms of in‐package decontamination of raw materials or finished products of millets. This is particularly beneficial for ready‐to‐eat foods as it mitigates recontamination. Understanding the variations in the nutritive quality of millets when subjected to processing can aid the researchers, consumers, and food industries in the selection of a suitable technique to enhance nutrition, improve its bioavailability, and combat nutrition and food insecurity.