Thermal treatments are widely applied to gluten-free (GF) flours to change their functionality. Despite the interest in using pulses in GF formulations, the effects of thermal treatment at the molecular level and their relationship with dough rheology have not been fully addressed. Raw and heat-treated red lentils were tested for starch and protein features. Interactions with water were assessed by thermogravimetric analysis and water-holding capacity. Finally, mixing properties were investigated. The thermal treatment of red lentils induced a structural modification of both starch and proteins. In the case of starch, such changes consequently affected the kinetics of gelatinization. Flour treatment increased the temperature required for gelatinization, and led to an increased viscosity during both gelatinization and retrogradation. Regarding proteins, heat treatment promoted the formation of aggregates, mainly stabilized by hydrophobic interactions between (partially) unfolded proteins. Overall, the structural modifications of starch and proteins enhanced the hydration properties of the dough, resulting in increased consistency during mixing.