Millet and quinoa are whole grains, meaning that they contain the entire grain kernel -- the bran, endosperm and germ. Technically, quinoa, which is related to beets, spinach and chard, classifies as a pseudo-grain because it's used like a grain and has a similar nutritional profile. Whole grains have health benefits over refined grains, which contain fewer nutrients as well as less fiber. Millet and quinoa differ in several ways.