Between 2019 and 2021, the Autonomous Region of Sardinia and the Eni Enrico Mattei Foundation (FEEM) developed and applied a sustainability assessment model of the investments within the regional operational programmes (ROPs), with specific reference to the United Nations’ 2030 Agenda and its 17 Sustainable Development Goals (SDGs). That same methodology is used here for the assessment of the sustainability of the ROPs co-financed by the European Union with specific reference to Italy’s National Sustainable Development Strategy (NSDS). In particular, the analysis is done by looking at the contribution of the 182 intervention fields to the NSDS’ strategic goals. Throughout the paper the importance of defining implementation strategies of the NSDS’ National strategic goals through the integration of the indicators, goals and choices of the national strategy into local or regional development plans is emphasized. Finally, the work suggests this methodology as a reference point to ensure careful monitoring of the sustainability of the investments of various European Union policies, in consideration of the importance that the strategy assumes for both Italy and the Italian regions.