Sorghum grain (Sorghum bicolor L. Moench) is a staple food grown across the globe, and is mainly cultivated in the semi-arid regions of Africa and Asia. Recently, sorghum grain is increasingly utilized for human consumption, due to the gluten-free nature and potential phenolic-induced health benefits. Sorghum grain is rich in bioactive phenolic compounds, such as ferulic acid, gallic acid, vanillic acid, luteolin, and apigenin, 3-deoxyanthocyanidins (3-DXA), which are known to provide many health benefits, including antioxidant, anti-inflammatory, anti-proliferative, anti-diabetic, and anti-atherogenic activities. Given an increasing trend of sorghum consumption for humans, this article reviews the content and profile of phenolics in sorghum. It covers aspects of their health benefits and explores their mechanisms of action. The impact of thermal processing, such as boiling, steaming, roasting, and extrusion on sorghum phenolics is also discussed. Compelling data suggest the biological functions of sorghum phenolics, however, further investigations appear warrant to clarify the gap in the current research, and identify promising research topics in future.