Manufacturing of healthy whole-grain foods demands knowledge of process-induced changes in macro-, micro- and non-nutrients. The high content of dietary fibre is a challenge in relation to good product texture and sensory quality. The stability and bioavailability of bioactive compounds have a marked influence on the health effects of cereal foods. It was confirmed that sterols, folates, tocopherols and tocotrienols, alkylresorcinols, lignans, phenolic acids and total phenolics are concentrated in the bran layers of the rye grain, and are only present at low levels in the flour endosperm. The levels of folate and easily-extractable phenolic compounds increase in germination and sourdough baking, but there are negligible changes in the levels of sterols, lignans and alk(en)ylresorcinols. The levels of tocopherols and tocotrienols are reduced during the sourdough fermentation. In conclusion, many of the bioactive compounds in whole-grain rye are stable during food processing, and their levels can even be increased with suitable processing.