["Business Strategy and the Environment, EarlyView. ", "\nABSTRACT\nThis paper investigates three underexplored aspects of household sustainable finance: (1) whether the determinants of ESG awareness, stated interest, and intended portfolio allocation toward sustainable assets overlap; (2) what drives stated interest in specific dimensions of sustainability (i.e., environmental, social, and/or governance); and (3) the factors influencing the preference for direct versus delegated sustainable investments. Using original data from an in‐field survey carried out in Italy, we provide novel evidence on these issues. We find that respondents' self‐reported ESG awareness, stated interest in sustainable investments, and intended portfolio allocation are shaped by distinct factors, with gender emerging as a common yet divergent determinant. Men are more likely to report having previously heard of sustainable investment products, yet less likely to express interest in them and to report that they would allocate a larger share of their portfolio to them. Respondents' stated interest in specific ESG dimensions is also heterogeneous: younger, more educated, and climate‐concerned individuals are more inclined toward multidimensional sustainable investments, whereas male respondents are consistently less interested in the social dimension. Finally, stated preferences for delegated investment are unrelated to sociodemographic characteristics but strongly associated with a longer investment horizon and interest in an ESG mix, suggesting that the multidimensionality of sustainable assets may increase their perceived complexity, thereby fostering reliance on professional management.\n"]