Millets are gaining attention due to their many advantages in cultivation and overall nutritional benefits. Research has been carried out to explore the nutritional properties of various millets. However, the use of millets in today’s food processing is minimal as compared to wheat. Three minor millets, namely foxtail, proso, and pearl millets grown in Iran were used in this study. The water absorption characteristics and hardness of these millets have been investigated. The effect that millet flours incorporated in dough have on its rheology has been studied and compared with the effect of wheat on dough rheology. The moisture content of millets increased with an increase in the water temperature, and a regular increase in the water absorption capacity, too, was observed as the temperature rose. The hardness of the millet decreased with an increase in the moisture content of the grains. Pearl millet has been found to have the lowest hardness irrespective of the steeping time and temperature. Incorporation of millet in the dough adversely affected the dough rheology in terms of workability and baking quality. Proso millet highly negatively affected the dough rheology in terms of dough hardness, stability, and dynamic rheological properties. This research highlights the possibility to predict the water absorption characteristics of millet grains to be used to optimise the conditions under which millets are steeped in various bioprocessing operations. It is supposed that on performing proper baking trials to compare the properties of composite flours made from these millets, the results of the rheological studies will prove beneficial and the rheological properties and behaviour will be accurately correlated when the food is applied practically.