This systematic literature review aimed to map existing governmental practices aimed at achieving Sustainable Development Goals (SDGs) and comparing them with entrepreneurial expectations. The primary objective was to identify gaps in existing policies concerning sustainability initiatives. The review employed a systematic search strategy in one of the primary scientific publication databases over the last three years, focusing on Organisation for Economic Co-operation and Development (OECD) countries. Inclusion criteria involved studies addressing “sustainability” and “state interventions”, and synonyms. The assessment methodology incorporated PICO criteria and content analysis, with rigorous double-check controls. A total of 367 studies on sustainability interventions were included, with in-depth analysis of 185 articles. The review highlighted that those governmental measures primarily concentrated on pivotal factors crucial to entrepreneurs, such as robust policies, investments, and effective communication strategies. The synthesis of findings from this systematic review emphasizes the importance of bridging gaps between governmental sustainability initiatives and entrepreneurial expectations. It illuminates key areas where policy alignment could be optimized, offering insights into additional factors pivotal for a more comprehensive and effective approach towards achieving SDGs. Using the PICO methodology to evaluate the effectiveness of applied interventions, authors concluded that while this methodology can improve research question formulation and evidence identification in social science, our review found that studies often lack a clear statement of the problem, rarely report intervention failures, and seldom present alternative approaches.