The Food and Agriculture Organization defines sustainable diets as nutritionally adequate, safe, healthy, culturally acceptable, economically affordable diets that have little environmental impact. This review summarizes the studies assessing, at the individual level, both the environmental impact and the nutritional quality or healthiness of self-selected diets. Reductions in meat consumption and energy intake were identified as primary factors for reducing diet-related greenhouse gas emissions. The choice of foods to replace meat, however, was crucial, with some isocaloric substitutions possibly increasing total diet greenhouse gas emissions. Moreover, nutritional adequacy was rarely or only partially assessed, thereby compromising the assessment of diet sustainability. Furthermore, high nutritional quality was not necessarily associated with affordability or lower environmental impact. Hence, when identifying sustainable diets, each dimension needs to be assessed by relevant indicators. Finally, some nonvegetarian self-selected diets consumed by a substantial fraction of the population showed good compatibility with the nutritional, environmental, affordability, and acceptability dimensions. Altogether, the reviewed studies revealed the scarcity of standardized nationally representative data for food prices and environmental indicators and suggest that diet sustainability might be increased without drastic dietary changes.