The monitoring report on progress towards the Sustainable Development Goals (SDGs) in a global context involves a large number of actors as it represents probably the biggest change that our society is implementing. Actions at all levels, from local, regional and national to the aggregation of multiple countries (e.g. EU 27) are needed to achieve a sustainable future. This work focuses on a national perspective (Italy) where multi-criteria decision analysis (MCDA) is used to measure current performance. A sustainability score for each region is calculated from a set of 175 indicators contained in all 17 SDGs. Additionally, sustainability scores are disaggregated along the three pillars – social (1–5, 10, 16, and 17), environmental (6, 13–15) and economic (7–9, 11, and 12). The results highlight the positive performance of northern regions and, in particular, of Trentino Alto Adige, which ranks first in the two considered scenarios. In addition, the relevance of territorial specificities emerges for which the analysis of individual SDGs shows different leading regions. It is noteworthy to highlight the performance of the environmental sub-group of SDGs in southern regions, in contrast to the social and economic sub-groups. Evidently, policy actions are needed to reduce the long-lasting North/South divide—yet the highlighted heterogeneous sustainability performance along the three dimensions calls for well targeted policy measures necessary to regain competitiveness at a European and global level, without compromising with environmental sustainability.