Pearl millet (PM) is a nutri-cereal rich in various macro and micronutrients required for a balanced diet. Its grains have a unique phenolic and micronutrient composition; however, the lower bioaccessibility of nutrients and rancidity of flour during storage are the major constraints in its consumption and wide popularity. Here, to explore the effect of different thermal processing methods, i.e., hydrothermal (HT), microwave (MW), and infrared (IR) treatments, on the digestion of starch, phenolics, and microelements (Fe and Zn), an in vitro digestion model consisting of oral, gastric and intestinal digestion was applied to PM rotis. The hydrothermally treated PM roti was promising as it showed lower inherent glycemic potential (60.4%) than the untreated sample (72.4%) and less enzymatic activities associated with rancidity in PM flour. FTIR revealed an increased ratio of 1047/1022 cm-1 in the hydrothermally treated sample, reflecting the enhancement of the structurally ordered degree and compactness of starch compared to other thermal treatments. A tighter and more compact microstructure with an agglomeration of starch in the hydrothermally treated PM flour was observed by SEM. These structural changes could provide a better understanding of the lower starch digestion rate in the hydrothermally treated flour. However, HT treatment significantly (P < 0.05) reduced the bioaccessibility of phenolics (10.6%) compared to native PM rotis and slightly reduced the Fe (2%) and Zn (3.2%) bioaccessibility present in PM rotis.