Millennials, those born between 1980 and 2000, have captured the attention of researchers, media, and the food industry alike, as their tastes and preferences are increasingly shaping what is being purchased at the grocery store. Market analysis has shown that this generation is demanding healthier and fresher items and spending fewer of their food expenditures at restaurants. However, to our knowledge, no research has specifically examined how millennials’ purchasing decisions differ after controlling for a robust set of demographic and socioeconomic (SES) variables. The goal of our research is to investigate whether the purchasing decisions of millennial households differ significantly from the rest of the population, looking both at the healthfulness of food purchases as well as the shopping environment used to purchase food-at-home. Overall, our study finds that being a millennial had a small and positive effect on diet quality when we measure diet quality as the deviation from the Dietary Guidelines for Americans. However, once we correct for overconsumption of healthy foods and underconsumption of unhealthy foods, this difference disappears suggesting that millennials are better at complying to the recommended guidelines.