Summary.Sardinia was an important Roman settlement and trade centre between 238 BC–500 AD and is an ideal site for study of Roman trade. Study of Roman millstones in Sardinia shows that the commonest type is the Pompeian (hour‐glass) mill (forty‐eight stones studied), with smaller numbers of cylindrical hand querns (sixteen stones studied). Most of these millstones are composed of igneous rocks which include grey vesicular lavas of basic/intermediate composition and a distinctive reddish rhyolitic ignimbrite. There is historical and archaeological evidence for millstone manufacture at six localities in Sardinia. Visual and petrographic study and X‐ray fluorescence analysis for major and trace elements of seventeen millstone samples, and fifty rock samples from potential source areas have been used to provenance the igneous rock millstones. The grey vesicular lava millstones have varied sources within the Tertiary‐Recent volcanic rocks of Sardinia, while the millstones composed of rhyolitic ignimbrite are from a single source of Tertiary ignimbrite at Mulargia (central west Sardinia). A single hand mill from the north of Sardinia was imported probably from Agde in southern France, and is the only sample composed of non‐local rock. Mulargia millstones were widely traded within the western Mediterranean and show a rapid decrease in frequency of occurrence with increasing distance from the source. Sardinia was therefore an important centre of Roman millstone production and a source of millstone trade during the period of Roman