Urbanization as a global phenomenon is a multifaceted process, that affects the achievement of Sustainable Development Goals (SDGs) in and around urban areas. Here we do the first global attempt to characterize the complexity of urbanization from 2000 to 2015 in terms of population, built-up structure, and greenness, as well as monitoring land-energy-air SDG trends at the grid level covering all inhabited areas. We used Global Human Settlement Layer to assess population, built-up structure, and land use efficiency (SDG 11.3.1), combined MODIS/Terra & GIMMS NDVI to monitor greenness, distributed statistical energy consumption by night lights and population for energy efficiency (SDG 7.3.1), and used near-surface PM2.5 dataset to represent air quality (SDG 11.6.2). Results show that 1) increased population density and built-up patch density were dominant in Asia and Africa, while urbanization in Europe and North America took a rather steady pace; 2) in land-energy-air sustainability trends, urban areas perform relatively better than rural areas in the Global South, while urban areas in the Global North tend to be less sustainable than their surrounding rural regions; 3) urbanization processes would not slow down the achievement of SDGs after a turning point. Our findings facilitate a comprehensive understanding of the global urbanization-land-energy-air nexus. Integrating Earth Observation data is crucial for tracking urbanization and SDGs, and can guide context-specific strategies towards a sustainable and livable future instead of a 'one-size-fits-all' policy for cities.