Superheated steam (SS), heat moisture (HM), and microwaves (MW) were used as heat treatment methods to improve moisture diffusion in wheat during tempering, shortening the tempering time. Moreover, the effects of heat treatment on wheat milling characteristics were studied. The results showed that SS, HM, and MW can all accelerate moisture migration, shortening the time needed for wheat tempering. Additionally, SS, HM, and MW led to an obvious change in the microstructure and a significant decrease in the hardness of wheat grain. In addition, heat treatment of wheat led to an increase in ash content, a decrease in particle size, and an increase in the damaged starch content of wheat flour. Optimized heat treatment could improve the color and dough rheological properties of wheat flour. Among the three methods, SS and HM treatment had fewer effects on wheat milling characteristics and may be suitable for improving moisture diffusion in wheat.