Two millets, Panicum miliaceum and Setaria italica, were domesticated in northern China, around 6000 BC. Although its oldest evidence is in Asia, possible independent domestication of these species in the Caucasus has often been proposed. To verify this hypothesis, a multiproxy research program (Orimil) was designed to detect the first evidence of millet in this region. It included a critical review of the occurrence of archaeological millet in the Caucasus, up to Antiquity; isotopic analyses of human and animal bones and charred grains; and radiocarbon dating of millet grains from archaeological contexts dated from the Early Bronze Age (3500–2500 BC) to the 1st Century BC. The results show that these two cereals were cultivated during the Middle Bronze Age (MBA), around 2000–1800 BC, especially Setaria italica which is the most ancient millet found in Georgia. Isotopic analyses also show a significant enrichment in 13C in human and animal tissues, indicating an increasing C4 plants consumption at the same period. More broadly, our results assert that millet was not present in the Caucasus in the Neolithic period. Its arrival in the region, based on existing data in Eurasia, was from the south, without excluding a possible local domestication of Setaria italica.