Pigmented millet and cereals are considered to be a superior form of grains due to the presence of the relatively high level of phenols, and their greater antioxidant properties. They are known to contain a greater number of beneficial bioactive compounds. Nowadays, many individuals are suffering from gluten-related disorders. Hence, the utilization of pigmented gluten-free grains in the preparation of numerous bakery products will not only help in the prevention of diseases such as chronic inflammation, but will also help in enhancing the overall nutritional, sensorial, and textural characteristics of the product. Many different bakery products can be prepared with the use of pigmented grains, such as bread, cookies, etc. Pigmented grains have the potential to produce novel bakery products. However, more research should be done to determine the various parameters and requirements for the preparation of good-quality bakery products through the utilization of pigmented cereals and millets.