Millay as a surname may refer to:
- Diana Millay (born 1940), American actress
- Edna St. Vincent Millay (1892–1950), American lyrical poet and playwright
- George Millay (1929–2006), American businessman
- Millay (Suikoden), a character in the role playing game Suikoden IV
- Tamara Millay (born 1967), Missouri politician
As a place name, it may refer to:
- Millay, a commune in the Nièvre department of France