Setaria pumila and Digitaria sanguinalis are undesirable, C₄ annual grass species in intensively managed temperate and subtropical dairy pastures. A comparative, small-plot study was established in Lolium perenne-based dairy pastures to determine the extent to which these species are grazed and how this relates to changes in their nutritive value over summer–early autumn. Setaria pumila was taller than D. sanguinalis before grazing (16–24 and 10–17 cm, respectively) and was grazed to lower post-grazing height and less post-grazing groundcover than D. sanguinalis: height 4.1 and 4.7 cm, cover 67 and 83%, respectively, averaged over January–March (summer–early autumn). Nutritive quality was similar for both species (with metabolisable energy values for December–March averaging 11.1, 10.0, 8.5 and 9.0 MJ kg DM^–1) and is unlikely to be a key determinant of differences in grazing defoliation. In addition, post-grazing cover and post-grazing height for both annual grasses increased over the grazing season and were associated with declining nutritive value of both species. The nutritive value of L. perenne was higher than that of both S. pumila and D. sanguinalis and it did not decline over the grazing season (December–March: 11.3, 11.5, 9.3 and 11.4 MJ kg DM^–1). Although S. pumila and D. sanguinalis were grazed in all months, they readily produced new panicles between grazings. Given this, these annual grasses are likely to spread in Lolium perenne-based dairy pastures unless interventions are used.