This is the first study on the brand–land link for quality wines with a strong identity produced in extreme territories using the Policy Delphi methodology. The objective of this study is to assess the existence of a relationship between the wine brand and the territory of origin for wines produced in the Etna valley in Sicily (southern Italy). Awareness among producers and stakeholders of the recognizability of local wines by the market was investigated. Moreover, the forecasts/reliability, issues/importance, options/feasibility, and goals/desirability of development factors for wines with a brand–land link in the Etna valley were analyzed. The results were used to design a model of the value chain for wines with a brand–land identity which is generalizable to other wine regions. In this study, the policy Delphi method was adapted, consolidated, and improved for marketing studies in the agri-food sector. This adapted method can be replicated in other studies focusing on similar contexts. The findings provide insights into the characteristics (type and category) of development factors that add value to Etna Rosso DOC wine and provide interesting food for thought for wine-producing companies in other wine-growing areas with unique pedoclimatic characteristics that determine a strong brand–land link between wine and its territory or origin. Practical implications encompass new elements for winemakers, as well as for local decision-makers and stakeholders, for the formulation of more effective communication strategies and territorial revitalization strategies to enhance the competitiveness and appreciation of wines with strong geographical identity traits. To highlight these elements, a new theoretical model was designed that includes the experience of the territory and the product in the value chain of iconic wines.