In the recent past, several experimental and mathematical studies have been conducted to understand the basic mechanism of heat and water transport involved in the baking process. The experimental studies have helped in developing phenomenological hypotheses for the baking of bread and biscuit. The experimental studies on baking of bread showed that the major transport mechanism involved was evaporation-condensation of water and not heat conduction. Studies on the baking of biscuit assumed a uniform temperature and water content within the product during the baking process. The hypotheses have been translated into mathematical models which simulate experimental results with good accuracy. Much of the research has focused on the heat and water transport in the product. Limited results have been reported for heat and water transfer within the baking chamber and kinetics of physico-chemical changes. This article reviews the studies published on heat and moisture transport in the bakery products during the baking process.