(1) Background: In recent years, the EAT-Lancet Commission has suggested the inclusion of nuts among proteins from vegetable sources, but this inclusion would imply a higher consumption of nuts compared with a healthy Mediterranean diet. (2) Objective: In this work, we sought to provide a comparison between the macronutrient intakes and environmental impacts of two different types of diet: a diet including nuts and a diet without nuts. (3) Methods: In this pilot study, we recruited 89 Italians divided into two groups: nut consumers (44 individuals) and non-consumers (45 individuals). Food consumption was monitored by a seven-day diary, while the Mediterranean diet scores, habitual physical activity scores, and orthorexia nervosa scores were evaluated through standardized questionnaires. (4) Results: We found that nut consumers had higher physical activity and energy intake levels. High consumption of fat (p < 0.001) and protein (p < 0.001) was observed among nut consumers compared with the levels observed among non-consumers. Moreover, a higher environmental impact of total dietary intake was observed among nut consumers, in terms of carbon (p < 0.05) and land (p < 0.05) footprints; impacts on the water footprint was almost significant (p = 0.06). (5) Conclusions: We suggest that, among plant food proteins, the consumption of complementary proteins from legumes and cereals should be preferred to the consumption of proteins from nuts.