The purpose of this study is to explore the change in the perceptions of pre-service teachers after participating in a training process on Education for Sustainability. The research was conducted during academic year 2019–2020 in the context of the Master’s Degree in Educational Research for Teachers’ Professional Development. The changes related to Education for Sustainability, the knowledge of the Sustainable Development Goals, and methodological strategies to integrate both were analysed. An initial and a final questionnaire as well as the activities developed by the students during the course were used to gather information. An analysis was performed of three dimensions (Education for Sustainability, the Sustainable Development Goals, and methodological strategies) with the help of the NVivo 12 Plus software programme. The results show progress was made in all three dimensions. The most significant changes were detected with regard to the knowledge of the Sustainable Development Goals, and the majority of the student teachers indicated they knew them on completing the training process. Their perception of Education for Sustainability evolved towards more complex views, while the methodological strategies proposed at the end of the training process did not differ significantly from the initial ones. This shows it is imperative to insist on training processes that include methodological strategies. By doing so, future educational professionals will be able to incorporate Education for Sustainability into their teaching practice.