To investigate the fractioning of chlorpyrifos, omethoate, cypermethrin, and deltamethrin during wheat milling and the fate of four pesticides during Chinese steamed bread (CSB) processing, wheat samples, which were sprayed twice with chlorpyrifos, omethoate, cypermethrin, and deltamethrin at three levels of concentrations during the grain-filling stage, were milled, and wheat flour was processed to CSB. The residues of four pesticides in the milling products, kneaded dough, fermented dough, and CSB were determined with GC-MS/MS. The concentrations of chlorpyrifos, omethoate, cypermethrin, and deltamethrin in bran were 1.46-1.57, 1.85-2.13, 1.27-1.86, and 1.63-2.33 times higher than those in wheat, respectively, while the residues of the four pesticides in shorts decreased approximately 27.97% to 57.02% for chlorpyrifos, 6.22% to 44.77% for cypermethrin, and 13.13% to 61.15% for deltamethrin compared with the residues in wheat (p < .05); however, omethoate levels approximately doubled in the ten-fold treatment group in shorts compared with those in wheat (p < .05). The residues of the four pesticides in flour were significantly lower than those in wheat, ranging from 38.68% to 98.04%. Chlorpyrifos and omethoate levels showed a slight decrease during the kneading and fermentation process, and further decreases of 2.46%-29.51% for chlorpyrifos and 14.22%-71.11% for omethoate were found in CSB; however, most of the groups of cypermethrin and deltamethrin showed various degrees of increases in kneaded and fermented dough and steamed bread compared with flour. The mechanism of this increase is unknown and needs further research.