The aim of the study was to determine the effect of processing method of cereals used in the diet for nyala antelope (Tragelaphus angasii) on feed intake, eating behaviour, rumination and nutrient digestibility. The study was conducted according to Latin square design (4 × 4) on four adult nyala males. The animals were fed a basal diet consisting of a mixture of cereals (maize, wheat and oat), vegetables and fruits (1.25 kg/day), chopped dehydrated lucerne (0.5 kg/day) and meadow hay (ad libitum). Experimental treatments differed in processing method of cereals offered in the basal diet: 1. finely ground (GR); 2. steam-flaked (SF); or pelleted to obtain: 3. small (6 mm diameter size; SP) or 4. large (12 mm diameter size; LP) pellet. Feed intake did not differ between the treatments. Eating time of basal diet was longer for GR in comparison to SF and SP (P < 0.01), and also longer for LP in comparison to SP (P = 0.05), with a maximum difference between treatments of 11 min/day. Eating rate (g dry matter/min) of basal diet was slower for GR in comparison to SF and SP (P ≤ 0.02). Consumption of meadow hay and chopped lucerne was not affected by cereal processing method. Digestibility of acid detergent fibre was greater (P = 0.05) and digestibility of dry matter and neutral detergent fibre tended (P ≤ 0.08) to be greater for GR than for SP. It can be concluded that, processing method of cereals may affect feeding behaviour of zoo ruminants.