Effects of grain supplements on intake and digestion of roughage diets have been studied extensively, but studies comparing these effects among different grains are limited. Our experiment compared the effects of four cereal grains on roughage intake and ruminal digestion. Five separately penned ruminally cannulated beef steers (average body weight (BW) 194 kg) were used in a 5 × 5 Latin square design; treatments included prairie hay, or prairie hay plus supplemental barley, corn, sorghum or wheat. Each grain was dry rolled and fed to provide 0.25% BW as starch to a basal diet of prairie hay (in vitro organic matter digestibility, 56 g 100 g-1; crude protein, 10.8 g 100 g-1 of organic matter). Urea was added to grains to ensure that supplements were isonitrogenous. Grain supplementation did not affect (P > 0.10) hay organic matter intake, although digestible organic matter intake was increased (P < 0.10) by supplementation. Ruminal pH was not affected (P > 0.10) by grain supplementation. Ruminal ammonia-nitrogen was increased (P < 0.10) by grain supplements containing urea (barley, corn, and sorghum). Ruminal fluid volume and dilution rate was not affected (P > 0.10) by grain supplementation, nor were particulate passage rate, ruminal or intestinal retention time, or gastrointestinal dry matter fill. Total tract mean retention time was decreased (P < 0.10) by barley, corn and wheat supplementation, but unaffected (P > 0.10) by sorghum. A treatment × sampling time interaction (P < 0.05) was detected for proportions of ruminal acetate and propionate. Acetate was decreased (P < 0.01) by barley and increased (P < 0.01) by sorghum. 4 h after supplementation. At 8 h after supplementation, wheat decreased (P < 0.10) acetate proportions, while sorghum increased acetate proportions (P < 0.01). Propionate proportions were not affected (P > 0.10) by treatments. Wheat supplementation increased (P < 0.01) ruminal butyrate at 2 and 12 h after supplementation, but sorghum decreased butyrate proportions at 2, 8 and 12 h after supplementation. Barley increased (P < 0.10) total volatile fatty acid (VFA) concentrations at 4 h after supplementation, but VFA concentrations were not affected by other grains. Grain supplementation increased (P < 0.10) in sacco organic matter disappearance of prairie hay at 48 h of incubation. We conclude that grain supplementation, to provide 0.25% of BW as starch, did not affect hay intake adversely, and slightly increased in sacco digestion of hay organic matter. More readily fermentable grains (barley and wheat) affected ruminal VFA proportions and concentrations.