Supply chain management involves multiple stakeholders (government, enterprise and consumer) who may have conflicting interests. How to maintain a robust collaboration among multi-stakeholders is a key to facilitating sustainable supply chain management. This chapter mainly applies the game theory based MCDM approach to explore the interaction among the stakeholders in sustainable consumption and production. From the perspective of cleaner production, a multi-stage static game model between the government and manufacturers is developed, and the impacts of economic penalties and subsidies on their cost–benefit performance are analyzed. The strategic actions to achieve the optimal economic benefits are identified based on Gambit simulation. To improve the eco-efficiency of the green supply chain, the strategic choices that manufacturers make at different levels of environmental risk and carbon emissions are identified, taking into account the impact of government regulations and incentives. In addition, a data mining-driven multiple attribute decision making (MADM) approach is proposed to investigate the impact of sustainable consumption behavior on last-mile travel decisions.