The university is a key agent in the process of transformation towards sustainability within the framework of the 2030 Agenda. This study aims to analyze the usefulness of the collaborative learning methodology through a serious game (SG) in the university environment to increase the level of knowledge and the importance given to the Sustainable Development Goals (SDGs) by students. Through ex ante and ex post questionnaires, the degree of variation in the knowledge acquired and importance given to the SDGs was measured. To compare the midrange of these two samples and determine whether differences existed, we applied the Student and Wilcoxon t-tests. The results indicate that the methodology used produced an improvement in knowledge about the SDGs. Therefore, it is concluded that the university should promote this type of workshop and SG activities to contribute to the achievement of the SDGs, both in the Bachelor’s Degree in Primary Education and in degrees of other disciplines. Moreover, we have encouraged active learning of the SDGs through collaborative workshops using the design thinking method and an SG called “The Island”, which, based on certain economic, social and environmental information, puts students in a position to govern resources to meet the needs of its population.