Life-long learning and Education for Sustainable Development (ESD) in the current fast-evolving and ever-changing society requires modern pedagogical tools and methodologies that help the transmission of key competencies such as coping with uncertainty, adaptability, creativity, dialog, respect, self-confidence, emotional intelligence, responsibility and systemic thinking. The recent trend of the application of Agile methodologies for the management of projects in different fields can be a valuable tool to convey these competencies due to the participative, collaborative and constructionist principles in which they are deeply rooted. Some experiences of the application of Agile Methodologies in education—originating what is known as Agile Education—are, therefore, starting to appear in the literature. This work carries out a systematic review to analyze how this modern pedagogical tool is being used to foster key sustainable development competencies in the field of education. Results are presented for 11 out of 121 analyzed studies which present a direct link between key ESD competencies and Agile Education. It is shown that Agile Education creates a learning environment favorable for the creation of responsible and sustainable citizens while improving the performance, satisfaction and motivation of both faculty and students.