Aiming to encourage the use of pearl millet whole grain processed by extrusion to develop ready‐to‐eat and pre‐cooked flours with health‐promoting values, pearl millet whole grain (ADRg 9070 hybrid) and commercial corn whole grain flours were individually single‐screw extruded at different moisture contents (11%, 14%, 17%, 20%, and 23%). The physicochemical properties and in vitro carbohydrate digestibility were studied. By increasing moisture content from 11% to 23%, the pearl millet whole extrudates showed an increase in radial expansion from 1.2% to 1.8%, respectively, in the extrudates obtained at 11%–20% moisture; contrasting with corn whole extrudates. In addition, pearl millet flours extruded at 14% and 20% moisture content, respectively, were superior with 12% and 32% more fiber as well as 20% and 18% more protein, and showed about 20% less in vitro digestion of carbohydrates in both extruded pearl millet flours compared to corn. Therefore, the effects on pearl millet extrusion were favorable to obtain high nutritional value in extruded pearl millet flours.Practical applicationsPearl millet whole grain can be processed by single screw extrusion cooking at varied moisture content to produce distinct expanded extrudates. Technologically, extruded pearl millet flours are capable of obtaining different viscosities (associated with processing moisture) and can be better used in the development of products that require specific viscosities. Furthermore, pearl millet whole grain flour extrusion showed 20% more protein and 32% more fiber, and 20% less in vitro digestibility of carbohydrates than corn whole grain flour extrudates prepared under the same condition.