The health benefits from consumption of whole wheat products are widely recognized. This study investigated the effects of different pilot-scale milling methods on physicochemical properties, bioactive components, Chinese steamed bread (CSB), and Chinese leavened pancakes (CLP) qualities of whole wheat flour (WWF). The results indicated that WWF-1 from the reconstitution of brans processed by a hammer mill had the best CSB and CLP quality overall. WWF from entire grain grinding by a jet mill (65 Hz) contained the highest concentration of bioactive components including dietary fibers (DF) and phenolic acids. A finer particle size did not necessarily result in a higher content of phenolic antioxidants in WWF. DF contents and damaged starch were negatively correlated with CSB and CLP quality. Compromised reduced quality observed in CLP made from WWF indicated its potentially higher acceptance as a whole-grain product.