Sustainable development goals are increasingly discussed today, so this paper investigates the interdependent relationships between economic, social and environmental factors within the European Union Member States. The study explores how GDP per capita, purchasing power, official support for development, poverty and social exclusion indicators, perceived health status, educational attainment, and environmental practices such as recycling rates, circular use of materials and net greenhouse gas emissions interact with each other. The results show overall positive trends between socio-economic development and environmental performance and show how stronger economies are largely conducive to improvements in social and environmental domains. However, the study also reveals important exceptions, highlighting the crucial role of effective national policies and resource management. By identifying and discussing these complex interrelationships, the paper contributes to a deeper understanding of how economic progress can be aligned with social progress and environmental responsibility, providing valuable insights for public policymaking in the European Union.