The growing concern for sustainability is evident, given the importance of guaranteeing resources for the next generations, especially in the face of increasing energy consumption in buildings. Regardless of the context, people seek comfort, which makes investigating Indoor Environmental Quality crucial. This covers aspects such as indoor air, temperature, noise and lighting, positively impacting quality of life, reducing stress, saving energy and promoting health, well-being and productivity. A literature review was conducted using the Scopus and PubMed databases to analyze technological advances and challenges in managing healthy and sustainable environments, focusing on the relationship between Indoor Environmental Quality and the Sustainable Development Goals. Initially, 855 articles were identified, of which 123 were selected based on established criteria. Three research questions (RQs) were formulated, leading to the following conclusions. (i) The assessment of sustainability in buildings is crucial, encompassing economic, social and environmental aspects. Furthermore, the COVID-19 pandemic has underscored the importance of adapting energy strategies, thereby contributing to the achievement of the Sustainable Development Goals through the utilization of advanced technologies that promote healthy and efficient environments. (ii) Evaluations have evolved, ranging from energy savings to human well-being and mental health, including disease prevention strategies. (iii) Challenges in managing the promotion of Indoor Environmental Quality include excessive resource consumption, emissions and economic–environmental balance.