•Too many sustainability labelling schemes on food products get consumers confused.•Rather than reassuring, sustainable labels may themselves lead to consumer distrust.•In this study, scepticism played multiple roles in the food purchasing process.•Scepticism influenced buying behaviour and its relationships with other antecedents.•Marketers should provide more robust evidence for all sustainability claims. This paper aimed to investigate consumer scepticism towards third-party sustainability labels in the context of food products, evaluating its role in the formation of the customer’s buying behaviour. A covariance-based structural equation model (CB-SEM) was developed, and it included the customer’s socio-environmental concern, scepticism toward sustainability labels, reported use of the socio-environmental commitment declared by the producer, and purchase behaviour of sustainably-labelled food products. The model was tested on a sample of 311 Italian high-educated young consumers, a group of sustainability-conscious individuals. The findings highlight that purchase behaviour is positively influenced by two reciprocally-related variables: socio-environmental concern and the reported use of the socio-environmental commitment declared by the producer. While other studies have ascertained that scepticism is an antecedent of purchase behaviour, this study findings highlight it can also be considered a mediator of the relationships between purchase behaviour and other antecedents considered in this model. In addition to advancing the study on the role of scepticism in the formation of purchasing decisions for food products, drawing on signalling theory, this study provides insights for practitioners and policymakers, highlighting the absolute necessity to reassure consumers about the credibility of third-party sustainability labels and providing them with the instruments needed to distinguish the truth from the fluff in sustainability communication.