The grain filling rate (GFR) plays a crucial role in determining grain yield. However, the regulatory and molecular mechanisms of the grain filling rate (GFR) in foxtail millet remains unclear. In this study, we found that the GFR of ′Changnong No.47′ (CN47) was significantly higher at 14 DAF (days after flowering) and 21 DAF in comparison to ‘Changsheng 13’ (CS13). Furthermore, CN47 also exhibited higher a thousand-grain weight and yield than CS13. Therefore, RNA-seq and UHPLC-MS/MS were used to conduct transcriptome and metabolome analyses during two stages of grain filling in both cultivars. Conjoint analysis of transcriptomics and metabolomics was adopted in order to analyze the biological processes and functional genes associated with GFR. The results identified a total of 765 differentially expressed genes (DEGs) and 246 differentially accumulated metabolites (DAMs) at the 14 DAF stage, while at the 21 DAF stage, a total of 908 DEGs and 268 DAMs were identified. The integrated analysis of co-mapped DAMs and DEGs revealed enriched pathways, including flavonoid biosynthesis, plant hormone signal transduction, tyrosine metabolism, ATP-binding cassette (ABC) transporters, and beta-Alanine metabolism, as well as stilbenoid, diarylheptanoid, and gingerol biosynthesis. In order to elucidate their potential functions in the context of GFR, we developed a gene–metabolite regulatory network for these metabolic pathways. Notably, we found that some genes associated with ABC transporters and the plant hormone signal transduction pathway were implicated in auxin transport and signal transduction, highlighting the crucial role of auxin during grain filling. These findings provide initial insights into the regulatory and molecular mechanisms underlying GFR in foxtail millet, as well as offering valuable genetic resources for further elucidation of GFR in future studies. The findings have also established a theoretical basis for improving the efficiency of yield breeding in foxtail millet.