The effects of high hydrostatic pressure (HHP) (400–650 MPa) and holding temperature (25–50 °C) in thermally assisted HHP processing on multi-scale structure of starch (granule, crystalline and molecular), techno-functional properties, and digestibility of sorghum starch (SS) were evaluated. Response surface methodology has verified that the process impact on the modification of SS was dependent primarily on the pressure level. As HHP increased, processed SS progressively lost their granular structure and Maltese cross, indicating gradual structural disorder within the granules. These findings were associated with larger particles, resulting from increased swelling of the granules. The enthalpy changes of crystallite melting decreased from 22.7 (SS) to 0.1–26.9 J/g as a result of increases in pressure and temperature. Measurements of long- and short-range order of SS showed granules have not been completely gelatinized during processing. Water absorption index (1.7–5.4 g/g) and cold viscosity (52.7–94.3 cP) increased as pressure increased, against lowered gel strength (0.80–1.44 N), peak (1394–2735 cP), final (1499–3103 cP) and setback viscosities (233–1288 cP). Increased RS (27.3–35.8%) in processed SS was attributed to the amylose–lipid complex. The process did not affect RDS compared to native SS, but it decreased SDS. Combinations of HHP and temperature demonstrated the potential to produce different versions of physically modified SS suitable for a wide range of applications.