The aim of this study was to develop nutraceutical chewing candy (CCN) formulations based on fermented milk permeate (MP) (source of galactooligosaccharides (GOS) and viable lactic acid bacteria (LAB)), psyllium husk (source of desirable hydrocolloids), and apple by-products (source of phenolic compounds). For CCN preparation, gelatin (Gel) and agar were tested; also, to provide CCN prepared using agar with a desirable hard texture, citric acid (cit) was changed to ascorbic acid. To select the optimal quantities of the ingredients, overall acceptability (OA) and emotions (EMs) induced in consumers by different CCN formulations were evaluated. Furthermore, viable LAB count during storage, texture, colour, and antioxidant characteristics were analysed. The highest OA (score 8.5) was shown for samples consisting of MP, psyllium husk (Ph), apple by-products (App), cit and xylitol (Xy); a very strong correlation was found between OA and the EM “happy” (r = 0.907**). After 14 days of storage, Gel+MP+Ph+App+cit samples showed a LAB count higher than 6.0 log10 CFU g−1; however, better antioxidant properties were found for the CCN prepared with agar. Finally, it can be stated that fermented MP, Ph, and App can be used for preparation of added-value CCN in a sustainable manner, and the recommended formulation is Gel+ MP+Ph+App+cit+Xy.