Sustainability is a complex concept that requires consideration of multiple dimensions in assessment. To fulfill these requirements, multi-criteria decision-making methods (MCDA) are employed to aggregate multiple sustainability indicators. However, in many MCDA methods such as Technique for Order of Preference by Similarity to Ideal Solution (TOPSIS), for example, the phenomenon of criteria compensation is observed, which is contrary to the strong sustainability paradigm. The mentioned limitation became the motivation for developing a new Multi-Target Technique for Order of Preference by Similarity to Ideal Solution (MT-TOPSIS) method based on the classic TOPSIS method, which allows multi-criteria evaluation with consideration of performances of alternatives concerning individual target values. The proposed method was used to evaluate European countries in terms of implementing the Europe 2020 strategy. The results demonstrate the complexity of evaluating sustainable development involving multiple targets and how to take them into account.