The paper purpose is to investigate the green consumption behaviour of the Millennials generation. The paper aims to understand if all Italian Millennials are similar in terms of green consumption and if there are differences in adopting and consuming green products. As Millennials are considered the driving generation of the sustainable movement, thanks to their lifestyle and behaviours, our study tries to comprehend whether these consumers can be considered the leading “Green Generation”. We performed a cluster analysis, using the non-hierarchical method by applying the k-medium algorithm, segmenting Millennials. The segmentation was performed according to the reasons underlying and against green consumption. Then, green values and green consumer behaviour of the segments were analyzed. The results of our research reveal the existence of different clusters of Millennial consumers in terms of green attitude. Some confusion about green issues in the Millennials generation emerges, contrasting with the literature. Our results do not necessarily imply a negative attitude towards green values by Millennials, but different green attitudes among the clusters.