A cereal bar and its method of production is provided, in which the cereal bar comprises a pressed mixture including (I) a cereal mixture including ready-to-eat (RTE) cereal pieces and a first binder, (ii) a filler comprising a plurality of discrete agglomerates in which the agglomerates individually comprise a plurality of particles comprising milk protein product joined together with a second binder, and the first binder binds the cereal pieces and the agglomerates together. The cereal bars of the present invention provide nutritional value without sacrificing taste and flavor, as well as possess a reasonable shelf life during which the texture remains chewy without being sticky, hard, or crumbly.