Mixtures of proso millet starch with zein (15%, w/v), soy protein isolate (SPI, 15%, w/v) and whey protein isolate (WPI, 10%, w/v) as starch-protein composites were prepared through heat-moisture treatment, and the effects of protein addition on the physicochemical, structural and digestibility properties of starch were investigated. Rapid Visco Analysis showed that the addition of zein, SPI and WPI gave significantly decreased setback values to 240.7cp, 192.0cp and 83.0cp, respectively, and setback values decreased reflected the excellent cold paste properties. Thermal analysis showed that each protein reduced the enthalpy, but especially WPI (reduced by 94.7%), suggesting that the double helices of the starch granules were decreased. X-ray diffraction showed that starch crystallinity was decreased after protein addition. The digestibility studies revealed that the addition of zein, SPI and WPI decreased the content of rapidly digestible starch and increased the resistant starch content to 8.4%, 14.6% and 17.5%, respectively. The whey protein displayed a more obvious impact on the digestibility of proso millet starch. These results will help guide the production and processing of starchy foods with desirable properties.