Various milling methods result in different particle size distributions and, in combination with mash and thermal treatment (expandate) of the feed, may have an impact on nutrient digestibility, pH of the digesta and subsequently the performance of an animal. Since this aspect has not been widely considered in laying hens, the objective of the present study was to investigate the effects of milling method, expansion, and particle size of feed on performance, apparent ileal nutrient digestibility, and pH of digesta in laying hens. Twelve variants of the same diet were produced. Four different milling techniques (hammer mill, roller mill, disc mill, and wedge-shaped disc mill) were used to grind the feed cereals. Coarse feed was obtained from all four mills. Additionally, fine feed was obtained from the hammer mill and the roller mill. Each of the six feed variants was offered as mash or expandate, resulting in a total of 12 treatments. The duration of the experimental period was 21 days. A total of 576 layers, each 19 weeks of age, were used in eight replicates. The statistical analysis for the four milling methods and two thermal treatments was performed using a 4 × 2 factorial arrangement. The effect of particle size was investigated using a 2 × 2 × 2 factorial arrangement including the coarse and fine particle sizes that were produced with the hammer mill and the roller mill as well as the mash and expandate. The animal performance and the pH of the digesta were not affected by the treatments. Ileal digestibility of starch was significantly improved by feeding mash compared to expandate (<i>P</i> = 0.013) and by feeding coarse compared to fine feed (<i>P</i> = 0.028). Based on this study, the tested milling methods can be used for the production of feed for laying hens without affecting performance and digestibility of nutrients.