Addressing the lack of knowledge on sustainability and the 17 United Nations Sustainable Development Goals (UN-SDGs) is essential for global development. Emerging technologies hold immense potential for educating and training in SDGs. This paper presents a pilot project in higher education applying the Design Thinking Methodology to design a novel Virtual Reality (VR) training solution to raise awareness about sustainability and the UN-SDGs through hands-on experiential training. The paper presents the design journey for designing the VR environment prototype focusing on three SDGs advancing through five phases (Research and Empathize, Define, Ideate, Prototype, and Test). Preliminary results highlight the urgent need for immersive educational resources on sustainability and the SDGs, with VR-based training showing promising potential. Low-fidelity 2D and 3D prototypes presented as the first step of designing and developing a VR-based training solution on three selected SDGs demonstrate the opportunities of adopting VR for promoting UN-SDGs. Creating such an innovative VR training tool will advance theoretical and practical realms enhancing understanding of the 17 SDGs through immersive experiences.