Durum wheat (Triticum turgidum) is used for the production of various ready-to-eat products such as breakfast cereals, puffed grains, and extruded products. Technological processes of grain processing and the addition of different ingredients cause changes in the physical and chemical properties of the product, which give puffed grains a unique porous structure and change their nutritional value. This study aimed to evaluate the effect of coating on the physico-chemical characteristics of puffed wheat grains depending on the coating material. The study revealed that the application of coating increased dry matter and thousand-kernel weight (TKW). Water activity decreased in puffed grain without coating (BZ), and puffed grain with whey powder (MC) compared to wheat grain. The reduction in the moisture content increased the crispiness of product. Application of coating led to a decrease in the hardness of both MC and puffed wheat grain with vanillin and sugar (BV). Applying additives to the product’s surface led to a decrease in the water absorption index (WAI). The water solubility index (WSI) increased in the MC and BV samples. Samples BZ, BV and MC had higher L* (lightness) values than wheat grains because the puffing process expanded the cells, confirmed by scanning electron microscopy, and caused starch gelatinisation. The a* (redness) value of wheat was greater than that of BZ, BV and MC, which may be due to the partial removal of the outer layer of wheat grains. The milled samples of BZ, BV and MC were slightly darker, having lower L* values, compared to unprocessed wheat grain.