To scientifically guide consumers in making reasonable choices about which food ingredients, baking temperatures, and oven types to use when making naan in Urumqi, Xinjiang, China, liquid chromatography-mass spectrometry (LC-MS/MS) and high-performance LC-MS/MS were employed in this study to systematically analyze how these factors affect the formation of advanced glycation end-products (AGEs)-Nε-carboxymethyl-lysine (CML) and Nε-carboxyethyl-lysine (CEL)-and 4-methylimidazole (4-MI). Results indicated that relatively low contents of AGEs were found in milk and sesame naan, whereas relatively low contents of 4-MI were detected in sesame and spicy pepper naan. The formation of AGEs and 4-MI initially increased and then decreased, and spicy pepper naan exhibited AGE content peaks (CEL: 164.9 μg•g−1, CML: 126.0 μg•g−1) when baked at 180~200 ℃. Significant differences in the formation of harmful substances were noted among different baking equipment. Specifically, naan baked in electric ovens had a higher AGE content, whereas those baked in gas ovens had a higher 4-MI content. Therefore, using an electric oven when making spicy pepper naan is recommended, and the temperature should be controlled within the range of 130~180 ℃. For making milk or sesame naan, using a gas oven set at medium temperature (180~230 ℃) is recommended. By following these recommendations, the formation of AGEs and 4-MI can be reduced. This study provides a theoretical basis and scientific suggestions for ensuring consumer health and optimizing traditional food production processes.