The article examines a set of indicators to assess the state and prospects for the development of thermal power engineering, in the context of the Sustainable Development Goals (SDGs). The SDGs show the role of thermal power engineering in the development of the country's economy in modern conditions and also provide the opportunity to rank indicators depending on the achieved level of development of the country's heat supply. A systematic three-level solution for the objects of assessment and ranking related to ensuring the country's SDGs by contributing to the achievement of these goals of its thermal power engineering is proposed. The article shows that the general assessments of SDG implementation are not enough. For a deeper analysis of the processes of sustainable development, it is important to have an assessment at the level of individual economic entities. To do this, the author suggests to apply the ESG toolkit and to evaluate individual projects for the development of heat supply. It is proposed to define the directions of such projects for building integrated strategies to achieve the SDGs in the context of the requirements of three of the “six SDG transformations” according to the UN classification, which correspond to the specifics of thermal power engineering.