The patron of Milis is Saint Sebastian, celebrated on 20 January, to whom the Chiesa di San Sebastiano is dedicated.
On the Sunday after 19 March, the feast of Saint Joseph, the "sagra dei Ceci" is held, an old festival with tastings of chickpeas cooked with wild fennel; on 23 April, for Saint George, bonfires are lit and a procession with many horses and music takes place.