Despite the interest in stone-milling, there is no information on the potential advantages of using the resultant wholegrain flour (WF) in bread-making. Consequently, nutritional and technological properties of WFs obtained by both stone- (SWF) and roller-milling (RWF) were assessed on four wheat samples, differing in grain hardness and pigment richness. Regardless of the type of wheat, stone-milling led to WFs with a high number of particles ranging in size from 315 to 710 μm), whereas RWFs showed a bimodal distribution with large (>1000 μm) and fine (<250 μm) particles. On average, the milling system did not affect the proximate composition and the bioactive features of WFs. The gluten aggregation kinetics resulted in similar trends for all SWFs, with indices higher than for RWFs. The effect of milling on dough properties (i.e., mixing and leavening) was sample dependent. Overall, SWFs produced more gas, resulting in bread with higher specific volume. Bread crumb from SWF had higher lutein content in the wheat cv rich in xanthophylls, while bread from RWF of the blue-grained cv had a moderate but significantly higher content in esterified phenolic acids and total anthocyanins. In conclusion, there was no relevant advantage in using stone- as opposed to roller-milling (and vice versa).