Agenda 2030 is a universal call to action which emphasises that all sectors of society should mobilise to create an inclusive and equal society and improve the lives of people world-wide. Education, physical activity and sport are recognised as critical means to achieve the Sustainable Development Goals (SDGs); therefore, it makes sense that school physical education (PE) also has the potential to contribute to the visions set out by Agenda 2030. A critical question is how sustainability can be understood, framed and integrated in PE. In this explorative paper, we, therefore, performed a review regarding the distinct role of PE in the context of Agenda 2030 and its SDGs. The overall research question that guided this paper is as follows: what perspectives related to PE in the context of Agenda 2030 and its SDGs have been discussed in the research literature? To identify relevant papers, five electronic databases (Education Research Complete, ERIC, Education database, SportDiscus, and Scopus) were systematically searched with search strings developed in an effort to identify research that supports the SDGs. The search resulted in about 4300 papers published between 2015 and 2021. Three unique papers met the inclusion criteria. We conclude that, so far, Agenda 2030 is a largely unexplored area of research in the field of PE, and that more research is needed to understand how sustainability can be understood, framed and integrated in PE. Based on the findings, we conclude the paper by providing suggestions for future work.