Lignocellulosic feedstocks present a growing interest in many industrial processes as they are an ecological alternative to petroleum-based products. Generally, the size of plant raw materials needs to be reduced by milling step(s), to increase density, facilitate transport and storage, and to increase reactivity. However, this unit operation can prove to be important in term of investments, functioning costs, and energy consumption if the process is not fully adapted to the histological structure of the plant material, possibly challenging the profitability of the whole chain of the biomass conversion. In this paper, the different technologies that can be used for the milling of lignocellulosic biomass were reviewed and different avenues are suggested to improve the milling performances thanks to thermal pretreatments. Based on examples on wheat straw milling, the main points to take into consideration in the choice of a milling technologies have been highlighted in regards to the specifications of ground powder. A specific focus on the hazards associated to the milling and the manipulation of fine biomass particles is also realized at the end of the paper from the perspective of industrial applications.