In order to improve the nutritional value and quality of steamed bread, and promote the industrial development of the whole-grain food industry, a texture analyzer was used to study the effects of cultivars of whole foxtail millet flour (WFMF) on the texture of Chinese steamed bread (CSB). Orthogonal partial least squares discriminant analysis (OPLS-DA) was also conducted. The addition of different cultivars of WFMF significantly altered the height–diameter ratio, specific volume, hardness, cohesiveness, gumminess, and chewiness of CSB (p < 0.05). Large amounts of foxtail millet flour significantly increased the hardness, gumminess and chewiness of the bread (p < 0.05), and the bread height–diameter ratio, specific volume, cohesiveness and springiness significantly decreased (p < 0.05). We screened sensory evaluation, chewiness, specific volume, and hardness as the signature differences in the quality components according to the variable influence on the projection (VIP) values. OPLS-DA could distinguish the addition levels of different samples.