Higher Education Institutions (HEIs) are a critical component to develop and promote sustainable solutions for both society and the planet. A challenge to HEIs is to provide students with the knowledge and skills required to achieve Sustainable Development (SD), as they are important stakeholders. In order for a person to take responsibility for a sustainable future, it is not only important to implement SDs in higher education, but to follow the progress of the individuals’ awareness of the sustainable world and lifestyle. This study aimed to analyze students of Universidad Autónoma de Madrid (UAM), focusing on their attitudes, behaviors, and level of knowledge concerning education for sustainable development (ESD), to better understand the situation of students in terms of learning and applying sustainability. The students’ perception of the University practices and initiatives, as well as pedagogical methodologies for promoting and learning SD, were also examined. An online survey was applied to undergraduate students from several faculties at UAM, and a sample of 504 students returned from a total population of 30,000 students. Descriptive and inferential analyses were carried out and included Chi-square tests, correlation analyses, and ANOVA analyses for independent and repeated measures. The results reveal good levels for the three dimensions (global Index > 3.5), with consistency demonstrating the highest correlation between attitudes and behaviors, although differences between faculties were identified. Knowledge has the highest score among all faculties. In addition, the results point to a need to better communicate the initiatives promoted, as well as to realign some learning methodologies with students’ preferences. The most important contributions of the paper are as follows: Shedding fresh light on the knowledge, attitudes, and behavioral dispositions of university students and improving strategies concerning education in higher education institutions. Furthermore, it is relevant to say that UAM has pushed sustainability in environmental management and education, so it is also important to assess the impact of these initiatives. Our research aimed to help understand how students incorporate sustainability into their attitudes and behaviors, and whether this incorporation depends on the type of faculty. It also makes it possible to verify whether the sustainability measures implemented by universities are identified and applied by their students.