Purpose: This study aims to explore an interdisciplinary pedagogical approach for advancing knowledge and understanding of the sustainable development goals (SDGs) at higher education institutions (HEIs). Design/methodology/approach: This qualitative study conducted an explorative experiment to elaborate on forms to advance a pedagogical approach that embeds sustainability. The design of the pedagogical project was explorative and interdisciplinary, using a predefined framework on key competencies for sustainability. Findings: The findings showed that an interdisciplinary approach can create a learning setting that stimulates students' problem-solving competencies for sustainability-related issues. Students were trained in the five key sustainable competencies addressed by Wiek et al. (2011). Moreover, although it is not always possible to arrange an interdisciplinary pedagogical setting, this might be a key condition for the development of students' key competencies regarding their understanding of the SDGs. Addressing the SDGs from an interdisciplinary perspective paved the way for the development of students' strategic competencies, including systems thinking and anticipatory competencies. Practical implications: The pedagogical project, as an interdisciplinary explorative experiment, was shown to be a potentially suitable method to counteract "cherry-picking" approaches to teaching the SDGs at HEI. Originality/value: The pedagogical approach advanced in this paper, extends active learning and interdisciplinarity in higher education. The authors argue that this approach encourages students to take ownership of and responsibility for their learning process and indicates a changed mindset and behavior.