Objective: This study aimed to exploit the functional bread of finger millet. Methods: Based on the physical and chemical properties, antioxidant capacity, special digestion characteristics and sensory evaluation of bread, the effects of different particle sizes of finger millet flour on the characteristics of wheat bread were investigated. Results: Compared with the bread without finger millet powder, the bread with 200 mesh finger millet powder increased the total phenol content by 225.78%, the DPPH radical scavenging rate by 42.96% and the iron ion reduction ability by 22.97%. The finger millet powder with smaller particle size showed stronger anti-oxidation ability. Moreover, the addition of finger millet powder could change the digestion characteristics of bread, reduce the content of fast-digested-and slow-digested starch and significantly increased the content of resistant starch. However, the specific volume of bread decreased significantly and the hardness increased. Conclusion: The nutritional quality and functionality of bread with 200 mesh finger millet powder were significantly improved, especially the content of crude fiber and calcium.