Nowadays, the food industry has developed novel gluten free extruded snack type products made from pulses, which could be good candidates to promote pulse consumption as a sustainable food product, while also satisfying the consumer’s demand. Snack type products are a large part of the young people’s diets and impact health outcomes, so it is essential to offer them snacks with a better nutritional profile. In this study, 81 Spanish millennial consumers tasted “in situ” six different gluten free snacks based on pulse flour (lentil and chickpea) marketed in Spain. The aim of the present study was: (a) to evaluate the Spanish millennial consumers’ acceptance level of new pulse snack type products; (b) to evaluate the segmentation of the millennial consumers and understand the difference between the segments; (c) to evaluate the potential relationship between their nutrition food labelling and consumers’ acceptance. In general, the lentil formulations (with more protein, more fat and less fiber) obtained higher scores than those of the chickpea. In addition, a multidimensional statistical analysis, preference mapping, and a statistical analysis of agglomerative hierarchical clustering were performed. Consumers were grouped into three clusters based on their preferences, allowing a detailed study of consumer acceptance of the selected snacks. Cluster 1 like less the samples with less salt, and, on the contrary, these samples were preferred by Cluster 3. Cluster 2 is a group who like lentil snacks, regardless of their flavoring. It was observed that the consumer segments differ at least in their preference for saltiness. The findings of this study also showed that the nutritional composition of the analyzed snacks (as appears in nutrition labelling) was associated with Spanish millennial consumers’ acceptance and could provide valuable information to develop new snacks targeted at specific market niches, such as millennials. These data provide valuable insights when trying to anticipate Spanish millennial consumer acceptance of new gluten free pulse snacks.