The cooking and eating quality of grain can be negatively affected by endogenous proteins. To further understand their effects, endogenous proteins were removed and the consequent changes in physicochemical properties of foxtail millet during the hydro-thermal processing were investigated. Protein-removal increased water absorption, swelling power, peak viscosity, breakdown value, gelatinization enthalpy, storage modulus (G′), and loss modulus (G″). In contrast, it decreased in water mobility, pasting temperature, and gelatinization temperature. Scanning electron microscopy revealed tighter and thicker connections among the laminate structures of foxtail millet paste in the absence of proteins. Thus, endogenous proteins limited the hydration, gelatinization, and viscoelasticity of starch granules in foxtail millet. Also, deproteinization caused higher FV and SB values, a greater porous network structure, and a faster final increase in G′ and G″ of the paste during cooling. In general, these proteins restricted the binding of water molecules to starch granules, reduced the hydration and gelatinization of granules, and further promoted the retrogradation of starch molecules in foxtail millet.