Sorghum is ranked the fifth most commonly used cereal and is rich in many kinds of bioactive compounds. Food processing can affect the accumulation and decomposition of bioactive compounds in sorghum grains, and then change the biological activities of sorghum grains. The present review aims to analyze the effects of processing technologies on bioactive compounds and the biological activities of sorghum grains. Decortication reduces the total phenols, tannins, and antioxidant activity of sorghum grains. The effects of thermal processes on bioactive compounds and potential biological activities of sorghum grains are complicated due to thermal treatment method and thermal treatment conditions, such as extrusion cooking, which has different effects on the bioactive compounds and antioxidant capacity of sorghum due to extrusion conditions, such as temperature and moisture, and food matrices, such as whole grain and bran. Emerging thermal processes, such as microwave heating and high-pressure processing, could promote the release of bound phenolic substances and procyanidins, and are recommended. Biological processes can increase the nutritive and nutraceutical quality and reduce antinutritional compounds, except for soaking which reduces water-soluble compounds in sorghum.