Generation Y is the digital generation, having grown up with cell phones, computer games, instant communication, and social networking. They are naturally optimistic, realistic, global-aware, and welcoming. They are goal-oriented, entrepreneurial, and seek solutions at work. They have personal social media accounts, which can also provide opportunities to learn new things and make discoveries. It is ambidexterity which means an individual learning activity. The study investigates the role of ambidexterity and social media experience in developing innovative behaviors among millennial workers in Greater Jakarta using convenience sampling. The Rasch Model and Structural Equation Modeling (SEM) were employed. According to the Rash Model Analysis, Millennial workers with higher ambidexterity display much more innovative behavior. At the same time, the Structural Equation Modeling (SEM) reveals that ambidexterity has a higher significant impact on innovative behavior than social media learning.