For the transition to a sustainable society, it has been argued that higher education should provide students with competencies other than strictly subject-specific, such as key competencies for sustainability. This chapter discusses how key competencies were implemented in an entrepreneurship course in a business school in Sweden. In the course, design thinking was used as a method. During the process, the students solved real-world social challenges related to sustainability and Agenda 2030 SDGs. Students analyzed complex societal challenges from an interdisciplinary and needs-based perspective while learning sustainable key competencies: systems thinking, future thinking, values thinking, strategic thinking, and collaboration. Results show that key competencies for sustainability can be taught through entrepreneurship and that some key competencies were more advanced than others. This knowledge can be used to further develop the curriculum to implement key competencies for sustainability.