The objective of this study was to assess the effect of feeding steam flaked wheat and maize in diets with high and low levels of dairy products and to examine the effect of sequence of feeding the processed cereals in diets for newly weaned pigs. In experiment 1, 96 pigs were weaned at 27 days of age, blocked on sex and weight and assigned as individually penned pigs to four dietary treatments as follows: (a) high dairy product diet (6 kg of starter diet containing 230 g/kg milk powder followed by a link diet containing 125 g/kg milk powder to 26 days) with uncooked cereal (HDP), (b) high dairy product diet with steam flaked cereal (HDPC), (c) low dairy product diet (6 kg of starter diet containing 125 g/kg milk powder followed by a link diet containing no milk powder to 26 days) with uncooked cereal (LDP) and (d) low dairy product diet with steam flaked cereal (LDPC). In experiment 2, 96 pigs were weaned at 19 to 24 days of age, blocked on sex and weight and assigned as individually penned pigs to four dietary treatments containing: (a) uncooked cereal for 26 days, (b) uncooked cereal for 14 days followed by cooked cereal to 26 days post weaning, (c) cooked cereal for 26 days and (d) cooked cereal for 14 days followed by uncooked cereal to 26 days post weaning. Steaming and flaking of wheat and maize did not significantly affect pig performance during the experimental period or at any subsequent period up to slaughter. Daily gain from day 0 to 26 post weaning was 415 and 453 g/day (s.e.13•5; P < 0•05) for low and high dairy product diets, respectively. Food conversion efficiency (FCE) from day 0 to 14 post weaning on the low and high dairy product diets was 1•86 and 1•33 g/g (s.e. 0•14; P < 0•05), respectively. Pigs given the high dairy product diets during the experimental post-weaning period reached final carcass weight 5 days earlier than pigs given the low dairy product post-weaning diets (P < 0•05). In experiment 2, treatment did not affect food intake (mean = 450 s.e. 13•2 g; P > 0•05), daily gain (mean = 382 s.e. 12•5 g; P > 0•05) or FCE (mean = 1•19 s.e. 0•02 g/g; P > 0•05). In conclusion, feeding steamed flaked wheat and maize in post-weaning diets failed to improve pig performance irrespective of dairy product or sequence of feeding cooked cereals.