In recent years, the sustainability of the planet has been undermined. Education is the basis for raising awareness and is the engine for achieving attitudinal change among citizens. In terms of the social dimension, gender inequality is increasing, with it being common among children, and co-education aims to address this. Likewise, physical activity favors education and gender issues. Therefore, studying how physical education (PE) affects gender stereotypes can be analyzed in depth. This research analyzed whether a co-educational PE intervention improved students’ gender beliefs, eliminated inequalities in universal education, and promoted women’s full participation. For this purpose, 91 primary school pupils (42 females) completed the research. The mean age was 11.5 ± 0.7 years. A quasi-experimental, pre–post study was carried out with a control group and an experimental group. The sample was distributed by convenience among the pupils, using two instruments already used in other research studies: attitudes towards gender equality among primary school pupils and data collection on the internalization of gender stereotypes. For three weeks, the experimental group carried out a didactic intervention of four sessions of “Colpbol”, among others. In turn, the control group followed the PE sessions without methodological variations. To analyze the normality of the results, the Shapiro–Wilk test was used and was confirmed to be non-parametric. To measure the effect of the intervention, the Mann–Whitney and Wilcoxon U tests were used. The statistics showed that the improvement in the experimental group was slightly more significant than in the control group after the intervention, with a significance of 0.022 for the social behavior variable, with a significance of 0.05. These results show the relationship between PE, sustainable development, and gender equality, linking to SDG 4 and 5 and contributing to targets 4.5 and 5.5.