SummaryThe world's growing and sustainable supply of proteins and other healthy food is needed to meet the ever‐increasing demands for human and cattle feed. Research and development in recent decades are directing us towards millets which are climate‐resistant as well as protein, and micronutrient‐rich. Proteins constitute around 7‐11% w/w of millets seeds. Proteins serve critical functions in grain nutritional quality and have an impact on the nutrition accrued to the user and the end‐user. Sorghum, kodo, and finger millets are cultivated in India, USA, Niger, China, Nigeria, and other countries. Sorghum has received more research attention than kodo and finger millet for protein content and structure probably due to higher production volume. This review is a critical analysis of the functionality of proteins from sorghum, kodo, and finger millet and their behavior when influenced by their content, structure, extraction method, presence of starch, as well as changes that occur in these proteins when various modifications are done for possible use in a variety of food products.