Whole wheat products are enriched with health-promoting components such as dietary fibers and phytochemicals. But their poor sensory property negatively impacts consumers’ acceptability. Thus, improvement of sensory property is critical for the increased consumption of whole wheat for the human health. Compared to Western-style bread, the quality determinant of traditional Chinese food is less investigated. This study investigated the effects of five 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). Cultivar Zhongmai 578, a new cultivar with both great yield potential and exceptional end-use quality was harvested in 2020. The milling experiments were conducted by the facilities of Buhler Company in Wuxi, China. WWF1-3 were obtained by the reconstitution of differently processed brans after the separation of bran fraction and starchy endosperm. WWF4-5 were obtained by direct pulverization of whole wheat seeds. Different milling protocols led to WWF1-WWF5 with particle size of 236, 146, 124, 191, 146 µm, respectively. The following analysis indicated that WWF-1 from the reconstitution of brans processed by a hammer mill had the best CSB and CLP quality. WWF-5 from entire grain grinding by a jet mill (65 Hz) contained the highest content of dietary fibers and ferulic acid (FA), a powerful natural antioxidant. FA content of WWF1-WWF-5 was 720, 742, 534, 647, and 1002 µg/g, respectively. Intensive milling process produced WWFs with finer particle sizes that are generally considered as preferable, but it also produced more damaged starch that negatively impacted food quality and led to significant loss of health-promoting components. Precise control of the milling intensity for proper particle size and damaged starch content is critical for the improved quality of final products. In summary, our results demonstrated significant effects of milling methods on end-use property and nutritional quality of WWFs. In the future, it is important to develop more sustainable milling protocols that save energy and at the same time increase overall quality of the final products.