We increasingly live simultaneously immersed in physical interactions and in a world where the digital dimension is present at various levels, such as the social, economic and political ones. In this context, the relationship between the digital world and Sustainability is pivotal. This aim of this paper is to discuss, in a reasoned manner, the importance of literacy in the promotion of sustainability in a digital society. For this purpose, the results of a literature review will be mobilized, as well as our 20 years of experience in teaching and research in the fields of sociology, education and organizations, without forgetting the publications that we have on similar topics, which will be, whenever heuristically relevant, mobilized to substantiate and justify the arguments presented herein. The conclusions show that, in a reality where the digital involves many of the life dimensions—for example, in the form of Industry 4.0 and Society 5.0—the role of literacy and, in particular, digital literacy, are critical in the development of sustainability literacy. For this to be possible, significant training work must be carried out. Furthermore, it is not possible to assume that the access, the skills in its use and the benefits of this wonderful digital world will automatically be grasped and felt by all citizens, in an ideology that must be fought. Only in this way will it be possible to foster sustainability, which must necessarily be inclusive.