Sport is a valuable tool for sustainable development. This is recognized in the Kazan Action Plan, in the 2030 Agenda, itself, and in the Action Plan for its implementation in Spain. In order to broaden the scope of the Sustainable Development Goals (SDGs), it is necessary to carefully consider both the possible synergies and existing inconsistencies that can enhance and weaken the contribution of sport to sustainable development. Taking as reference the international recommendations in this regard, it will be necessary to take into account the concept of “policy coherence” in both its vertical and horizontal dimensions. Advancing in the achievement of the SDGs largely requires involving subnational governments and the rest of the stakeholders, promoting decision-making based on concrete and reliable common indicators. Starting from the methodology developed globally by the Sustainable Development Solutions Network (SDSN) for locating the SDGs, a comparative analysis of the sports situation of each Spanish Autonomous Community will be carried out as a diagnosis. This is to show the existing inequalities between territories in relation to the selected indicators and, at the same time, identify some of the main limitations and gaps that we currently find in Spain to perform this location in a more effective way.