Bajra is a traditional Hindi name for the Pennisetum glaucum crop — also known as pearl millet.The grain is primarily grown in Africa and India, where it’s a major source of nutrition. However, it’s also grown and consumed in many other places around the world.Bajra refers to the edible seeds of pearl millet plants. They grow in various shades of white, yellow, gray, brown, and bluish-purple.The seeds are typically cooked as a cereal grain or sometimes finely ground and used as a flour.