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The United Nations Member States adopted the “Agenda 2030” which contains 17 sustainable development goals (SDG) that involve a certain number of targets and indicators. Although the indicators are helpful in defining the position of the current country relative to the goals’ achievement, it is very complex to determine its position relative to other countries, because this requires an extensive analysis. Therefore, in this paper, the application of the multiple-criteria decision-making approach (MCDM) in defining the position of the EU (Europe Union) countries relative to the SDGs is proposed. The MCDM model is based on the Combined Compromise Solution (CoCoSo) and the Shannon Entropy methods. The final results highlight Sweden as the country that best implemented the set SD goals and has the best outputs relative to them, while Romania is in last place. The main reason for these kinds of results could be that the countries on the bottom of the list are relatively new EU members and have not been made to properly implement SDGs yet. The conclusion is that the obtained results are fully objective and rational, and that the applied model is applicable for performing this kind of analysis.