Fossilized caryopses (or grains) of foxtail millet (Setaria italica) and broomcorn millet (Panicum miliaceum) are important archaeobotanical materials for the study of early human agricultural activities. The morphology and ultrastructural characteristics of carbonized modern millets caryopses treated in a drying oven and burning in a field were investigated at different temperatures to study how fossilized millets are formed. The caryopses shrank gradually at temperatures below 200°C, and starch granules in the endosperm retained their crystalline structure. At 250°C the foxtail millet caryopses expanded, whereas the broomcorn millet caryopses were greatly deformed. At this temperature, the structure of the starch granules of both millets became amorphous. At 300°C the caryopses partially turned to ash and became porous, and the ultrastructure of the starch granules was transformed into alveolate cavities. Fossil caryopses from the prehistoric storage cellar at the Beiniu Site retained their crystalline structure and were formed by the dehydrating effect of carbonization, indicating that water molecules were not involved in the starch crystallization. The results of a field burning experiment demonstrated that the ultrastructure of carbonized caryopses placed on the ground under the fire was amorphous. The amorphous ultrastructure of the carbonized caryopses recovered from the archaeological layers is consistent with the expected structure of caryopses that have been carbonized at 250°C. Therefore, we suggest that the recovered caryopses were formed at about 250°C by baking rather than by burning in an open fire.