The awareness of climate change and its consequences has increased over time. Students now recognize that climate change is noticeable and profoundly human induced, and a majority has expressed that they are worried about this scenario. Yet despite the importance of this issue, many students still admit that it is difficult for them to understand the relationship between human activity and the effects that climate change can have on the environment and society. This study explores how active learning can be used to raise sustainability awareness among undergraduate students and help them understand the economic, social, and environmental challenges generated by climate change. To achieve this, we conducted a role-play simulation designed to assist students in understanding the connection between human action and the economic, social, and environmental consequences of climate change. It applied the Doughnut Economics and the Circular Economy frameworks to discern the importance of ecological boundaries and social foundations and the role that human activity plays in relation to both. This study uses content analysis to assess the students’ perception of the effectiveness of the methodology for educational purposes.