The World Federation of UN Associations is an independent, non-governmental organization with Category One Consultative Status at the Economic and Social Council (ECOSOC) and consultative or liaison links with many other UN organizations and agencies. The Millennium Project functions under the auspices of WFUNA.

The Millennium Project of WFUNA is a global participatory futures research think tank of futurists, scholars, business planners, and policy makers who work for international organizations, governments, corporations, NGOs, and universities. The Millennium Project manages a coherent and cumulative process that collects and assesses judgements from its several hundred participants to produce the annual "State of the Future", "Futures Research Methodology" series, and special studies such as the State of the Future Index, Future Scenarios for Africa, Lessons of History, Environmental Security, Applications of Futures Research to Policy, and a 700+ annotated scenarios bibliography.

The Millennium Project was selected among the "100 Best Practices" by UN Habitat, best 7 foresight organizations by Battelle Northwest for the U.S. Department of Energy, and among the "Top Picks" by Future Survey, of the World Future Society.

The purpose of the Millennium Project is to be an international utility to assist in organizing futures research by continuously updating and improving humanity's thinking about the future and making that thinking available for feedback as a geographically and institutionally dispersed think tank.