Consumers are increasingly aware of the benefits of local foods in terms of quality, sustainability, animal welfare, and safety. This research addresses two main questions: (i) is the perception towards sustainability aspects of local dairy products related to individuals’ preferences for milk and cheese quality aspects? (ii) are these perceptions related to people’s socio-demographic characteristics? For this purpose, a choice experiment was conducted online in Apulia (South-East Italy) involving a sample of 543 respondents. A Principal Component Analysis (PCA) was applied to analyze the consumer opinion related to dairy products’ quality attributes, sustainability, and availability on the market. From the PCA, four main components (accounting the 64.5% of the total explained variance) were defined, highlighting non-overlapping choice styles of consumers, distinguished by attitudes primarily based on quality attributes of dairy products rather than sustainability characteristics or perceived higher quality of local products. Furthermore, the Availability request component described the consumer need for higher availability and/or visibility of local dairy products on the market. The effect of gender, age, and educational status of individuals emerged as significantly important for the resulting component definitions. The obtained results clearly suggest the need to increase the efficiency of communication strategies concerning local dairy products, as well as local dairy products’ availability and visibility on the markets.