Industry 4.0 is changing the industrial environment. Particularly, the emerging Industry 4.0 technologies can improve the agri-food supply chain throughout all its stages. This study aims to highlight the benefits of implementing Industry 4.0 in the agri-food supply chain. First, it presents how technologies enhance the agri-food supply chain development. Then, it identifies and highlights the most common challenges that Industry 4.0 implementation faces in agri-food’s environment. After that, it proposes key performance indicators to measure the advantages of this implementation. To achieve this, a systematic literature review was conducted. It combined conceptual and bibliometric analyses of 78 papers. As a result, the most suitable technologies were identified, e.g., Internet of Things, Big Data, blockchain and cyber physical systems. The most used indicators are proposed and the challenges of implementation were detected and classified in three groups, i.e., technical, educational and governmental. This paper highlights and exemplifies the benefits of implementing Industry 4.0 facing the lack of knowledge that exists nowadays. Moreover, it fulfils the gaps in literature, i.e., the lack of information about the implementation of technologies 4.0 or the description of the most relevant indicators for Industry 4.0 implementation.