Cereals are one of staple foods in human diet, mainly consumed as refined grains. Nonetheless, epidemiological data indicate that whole grain (WG) intake is inversely related to risk of type 2 diabetes, cardiovascular disease, and several cancer types, as well as to all-cause mortality. Particularly responsive to WG positive action is the gastrointestinal tract, daily exposed to bioactive food components. Herein, we shall provide an up-to-date overview on relationship between WG intake and prevention of gastrointestinal tumors, with a particular focus on colorectal, stomach, and esophagus cancers. Unlike refined counterparts, WG consumption is inversely associated with risk of these gastrointestinal cancers, most consistently with the risk of colorectal tumor. Some WG effects may be mediated by beneficial constituents (such as fiber and polyphenols) that are reduced/lost during milling process. Beside health-promoting action, WGs are still under-consumed in most countries; therefore, World Health Organization and other public/private stakeholders should cooperate to implement WG consumption in the whole population, in order to reach nutritionally effective intakes.