Abstract: A smooth roll (1) having a surface layer with water-retaining function is obtained by a method for producing a milling roll, comprising: a roughening process for blasting a surface (2a) of a roll substrate (2) constituting the smooth roll (1); and a coating process for spraying a thermal spray material over the roughened surface (2a) of the roll substrate (2) so as to form a thermal sprayed coating (3) having pores (5) that retain water. Satisfactory cereal powder is obtained by preventing drying of cereals in a milling process and retaining an adequate water content.