Pearl millet is an underutilized and drought-resistant crop that is mainly used for animal feed and fodder. Starch (70%) is the main constituent of the pearl millet grain; this starch may be a good substitute for major sources of starch such as corn, rice, potatoes, etc. Starch was isolated from pearl millet grains and modified with different physical treatments (heat-moisture (HMT), microwave (MT), and sonication treatment (ST)). The amylose content and swelling capacity of the starches decreased after HMT and MT, while the reverse was observed for ST. Transition temperatures (onset (To), peak of gelatinization (Tp), and conclusion (Tc)) of the starches ranged from 62.92-76.16 °C, 67.95-81.05 °C, and 73.78-84.50 °C, respectively. After modification (HMT, MT, and ST), an increase in the transition temperatures was observed. Peak-viscosity of the native starch was observed to be 995 mPa.s., which was higher than the starch modified with HMT and MT. Rheological characteristics (storage modulus (G') and loss modulus (G'')) of the native and modified starches differed from 1039 to 1730 Pa and 83 to 94 Pa; the largest value was found for starch treated with ST and HMT. SEM showed cracks and holes on granule surfaces after HMT as well as MT starch granules. Films were prepared using both native and modified starches. The modification of the starches with different treatments had a significant impact on the moisture, transmittance, and solubility of films. The findings of this study will provide a better understanding of the functional properties of pearl millet starch for its possible utilization in film formation.