This study examined the movement of prices among and between selected food grains in selected markets of Niger State covering a period of 1980-1998. It was found that prices reach their peak during the third quarter and gradually slide downward in the fourth and first quarters. It was also observed that rural prices are generally higher than urban prices. Annual rise in prices was more rapid from around 1988. It was also observed that there was no competition among the food grains. The findings indicated that the grains market was not insulated from the shocks of changes in the macro-economic level. It is advocated that efforts must be made by all stakeholders in the sector to look to means by which price stability would be maintained in the agricultural produce market.