Scientific modelling is a prime means to generate understanding and provide much-needed information to support public decision-making in the fluid area of sustainability. A growing, diverse sustainability modelling literature, however, does not readily lend itself to standard validation procedures, which are typically rooted in the positivist principles of empirical verification and predictive success. Yet, to be useful to decision-makers, models, including their outputs and the processes through which they are established must be, and must be seen to be “valid.” This study explores what model validity means in a problem space with increasingly interlinked and fast-moving challenges. We examine validation perspectives through ontological, epistemic, and methodological lenses, for a range of modelling approaches that can be considered as “complexity-compatible.” The worldview taken in complexity-compatible modelling departs from the more standard modelling assumptions of complete objectivity and full predictability. Drawing on different insights from complexity science, systems thinking, economics, and mathematics, we suggest a ten-dimensional framework for progressing on model validity when investigating sustainability concerns. As such, we develop a widened view of the meaning of model validity for sustainability. It includes (i) acknowledging that several facets of validation are critical for the successful modelling of the sustainability of complex systems; (ii) tackling the thorny issues of uncertainty, subjectivity, and unpredictability; (iii) exploring the realism of model assumptions and mechanisms; (iv) embracing the role of stakeholder engagement and scrutiny throughout the modelling process; and (v) considering model purpose when assessing model validity. We wish to widen the debate on the meaning of model validity in a constructive way. We conclude that consideration of all these elements is necessary to enable sustainability models to support, more effectively, decision-making for complex interdependent systems.