Glutinous rice flour (GRF) was prepared using three milling process (wet milling, low temperature impact milling (dry milling), and roller milling (dry milling)) to investigate their effects on the physicochemical properties of glutinous rice flour and sweet dumplings prepared with that flour. Results revealed that a method of grinding used in the milling process had a significant (P < 0.05) effect on the properties of GRF and the resulting sweet dumplings. Dry milling (low temperature impact milling and roller milling) resulted in higher damaged starch content and coarser particle size than wet milling. Dry-milled flour exhibited a significantly lower hunter whiter value, apparent viscosity, pasting temperature, enthalpy value, and degree of crystalline compared to the wet-milling method. Dry milling significantly decreased the smoothness of the surface, whiteness value, transmittance of soup, resilience of dumplings, as well as increased the cracking rate and water loss during the fast-freeze. The obtained results could be used as reference for improving sweet dumpling made from dry-milled GRF.