In the new framework of the Psychology of sustainability and sustainable development, this paper addresses the issue of building socially sustainable processes to develop a better quality of life in an urban context. The aim is to explore and highlight the connection between the acknowledgment of a pluralistic and multi-stakeholder scenario, the entwined implications for sustainability at different levels (personal, social, organizational), and the enhancement of the participatory process of planning for future accomplishments. A case study supported by the Municipality of Milano (Italy) is analyzed with the aim to understand the key issues to improve the well-being of the citizens. The paper describes the context of the experience, highlighting the Delphi approach adopted and the ways applied to involve citizens in urban development policies. Discussion and conclusions address the lesson learnt from the case study, pointing out how to prompt and nurture sharing and knowing opportunities and the specific conditions that can support plural stakeholders’ engagement in a sustainable urban future.