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Shopping has become an important lifestyle activity especially for the millennials, however due to the lack of consumer knowledge, purchase decision has become more difficult for consumers in terms of buying different products including sports shoes. Furthermore, there is lacking literature to examine the impact of consumer shopping behaviour and no specific research on sports shoes market has ever been done by any scholar. This research was conducted to fill the research gap and the main purpose is to evaluate the purchasing behaviour of Generation Y towards the sports shoes in the Malaysian market. This research will benefit the sports shoes executives both locally and internationally, be it brand expansion, market positioning or marketing strategy purpose. This research used a primary quantitative method and an inductive approach via Google survey questionnaire to collect data from 100 Generation Y participants. Data analysis was done using Multiple Regression and Pearson Correlation in SPSS. The variables selected for the research were cost effectiveness, income levels, innovation and creativity, and cultural and personal factors. This research showed that cost-effectiveness and income levels were the most influential factors for Generation Y consumer decision-making process in buying sports shoes. While regression analysis revealed that there is a significant relationship of innovation and creativity and income of individuals while the rest of the variables are insignificantly related to the buying behaviour. It has been recommended that sports shoe companies to diversify target market, provide customised shoes and introduce budget friendly products.