Millay may refer to:

• Diana Millay (1940-2021), American actress
• Edna St. Vincent Millay (1892–1950), American lyrical poet and playwright
• George Millay (1929–2006), American businessman
• Tamara Millay (born 1967), Missouri politician

• Millay, a character in the role playing game Suikoden IV
• Maeve Millay, a character in the TV series Westworld

• Millay, Nièvre, a commune in the Nièvre department of France

• Millay Colony for the Arts, an artists' colony in Austerlitz, NY
• Edna St. Vincent Millay Society, which holds the intellectual rights to the poet's work and runs Steepletop, the poet's house museum, in Austerlitz, New York

• Millais (disambiguation)