Foxtail millet (Setaria italica), which was domesticated from the wild species green foxtail (Setaria viridis), is a rich source of phytonutrients for humans. To evaluate how breeding changed the metabolome of foxtail millet grains, we generated and analyzed the datasets encompassing the genomes, transcriptomes, metabolomes, and anti-inflammatory indices from 398 foxtail millet accessions. We identified hundreds of common variants that influence numerous secondary metabolites. We observed tremendous differences in natural variations of the metabolites and their underlying genetic architectures between distinct sub-groups of foxtail millet. Furthermore, we found that the selection of the gene alleles associated with yellow grains led to altered profiles of metabolites such as carotenoids and endogenous phytohormones. Using CRISPR-mediated genome editing we validated the function of PHYTOENE SYNTHASE 1 (PSY1) gene in affecting millet grain color and quality. Interestingly, our in vitro cell inflammation assays showed that 83 metabolites in millet grains have anti-inflammatory effects. Taken together, our multi-omics study illustrates how the breeding history of foxtail millet has shaped its metabolite profile. The datasets we generated in this study also provide important resources for further understanding how millet grain quality is affected by different metabolites, laying the foundations for future millet genetic research and metabolome-assisted improvement.