The aim of present investigation was to determine chemical composition and antioxidant activity of sorghum and millet. Antioxidant activity was determined using 2,2-diphenyl-1-picrylhydrazyl (DPPH) and β-carotene assay and total phenolic content (TPC). Individual phenolic acids were identified using high-performance liquid chromatography. TPC ranged 0.166–0.362 mg gallic acid equivalent (GAE)/g in sorghum and 0.275–0.305 mg GAE/g in millet. The major phenolic acid identified in sorghum was chlorogenic acid (11.90–39.10 μg/g) while in millet was m-coumaric acid (21.50 μg/g). DPPH was found to be 88.4–94.2% in sorghum and 47.1–48.2% in millet. β-carotene revealed wide range in sorghum (16.8–43.0%) and millet (20.6–28.8%). Sorghum had higher antioxidant activities and phenolic acids than millet. Cookies were prepared from wheat-sorghum and wheat-millet composite flour at ratios of 90:10, 80:20, 70:30, 60:40 and 50:50. Cookies were evaluated for organoleptic properties and found highly acceptable at 10 and 20% level. Practical Applications Sorghum and millet have the potential to be used as substitute to wheat flour. These are rich in antioxidants and act as anticancer moieties owning to their unique phytochemical composition. Besides numerous health benefits, these are still under research and hardly used for food purposes in Pakistan. Due to proposed health benefits of phenolic compounds, it is essentially important to determine their levels in sorghum and millet. Present study reinforces recommendation to use sorghum and millet in short supplies of wheat leading to food security. These may also be used for development of baked products with acceptable organoleptic properties. Present research will be helpful for breeders to develop varieties of their own interest. It can be utilized by processors to procure varieties according to their demand. Consumers will get better awareness to utilize these cereals for intended health benefits.