This paper aims to attract the millennial generation to create sustainable development through Sustainable finance in a multi-stakeholder approach called penta-helix. This article is a literature review study, sourced from previous research that attempts to propose solutions to attract the millennial generation to prefer sustainable finance products compared to conventional products that often conflict with sustainable principles, namely interest growth, speculation, and risk-sharing. The principle of ethical values is integrated with penta-helix to ensure that the proposed strategy is in accordance with the principles of sustainable finance. Collaboration and cooperation between stakeholders within the framework of worship to Allah SWT are the keys to the strategy proposed in this article. Discussion is expected to provide new insights for academics and practitioners in the field of sustainable finance so that the long-term goals of sustainable development can be achieved.