Heat treatments (HTs) for pest control represent a promising, fast, and non-chemical method to disinfest commodities and structures with a significantly reduced environmental impact compared with the chemical approach. An entomological and economic study has been conducted to determine the technical efficacy and economic feasibility of HT in mills that produce flour and semolina in Sicily (Italy) where, for the first time, this technique has been applied. The results obtained from the entomological analysis demonstrated that this method provided a satisfactory level of control of the following insect species: Sitophilus oryzae (L.) (Coleoptera: Curculionidae), Rhyzopertha dominica (F.) (Coleoptera: Bostrichidae), Tribolium confusum (Jacquelin du Val) (Coleoptera: Tenebrionidae), Stegobium paniceum (L.) (Coleoptera: Anobiidae), and Ephestia kuehniella (Zeller) (Lepidoptera: Pyralidae). Moreover, using precautionary assumptions in terms of revenue and cost changes resulting from the adoption of HT, the economic analysis showed a good performance of the economic indices making this technique economically feasible for the mills. Overall, the results of this study demonstrate the technical and economic feasibility of HTs which ensure to Sicilian mills a reduction of environmental impact of production process and the subsequent increase of the competitive position in the agri-food markets of the processed products.