Sustainability has become an important driver in defining business strategies, affecting most critical corporate functions and changing the way in which value is created, communicated, and distributed. This is increasingly impacting marketing practices, in particular, through promoting the development of sustainable marketing in the food sector. In line with this, our study aimed to investigate if and how sustainable marketing practices affect consumer loyalty to a specific brand. To answer our research questions, we relied on the results of a survey submitted to a sample of 907 Italian consumers of biscuits. Results showed that the consumers’ attention to sustainable issues (in the absence of adequate information that can guide them in choosing a brand) did not result in brand loyalty. The same outcome was found when consumers were overloaded by marketing campaigns, which had the effect of confusing users and making them unfaithful. Ultimately, when consumers showed both engagement with sustainable concerns and sensitivity to marketing initiatives (i.e., they are sensitive to sustainable marketing practices), a positive effect on brand loyalty was observed. Our results contribute to the emerging stream of literature discussing the relevance and potential impact of sustainable marketing.