The patron saint of Milena is Saint Joseph, celebrated on 19 March in the church of the Immaculate, popularly known as San Giuseppe.
The year's first feast coincides with Carnival, which falls between February and March: the feast features lavish allegorical floats parading around a display of masks, admired by an ever-growing number of tourists. The town also holds the «Arturo Petix» Antiquarium Museum and Monte Campanella.