Private and public–private energy investments play a crucial role in driving sustainable development by enhancing energy infrastructure, promoting innovation, and supporting economic, environmental, and social stability. These investments are key to achieving long-term sustainability goals, particularly in emerging economies. This study explores the impact of private and public–private energy investments on the achievement of sustainable development goals (SDGs) in Asia. Using panel data from 45 Asian countries over the period 1990–2024, the study focuses on three dimensions of SDGs: environmental sustainability (measured by the CO2 emissions), economic sustainability (measured by GDP growth), and social sustainability (measured by the Human Capital Index). These dimensions serve as dependent variables, with three distinct models employed to analyze the relationship. The study uses the Method of Moment Quantile Regression (MMQR) approach to estimate results, with further robustness checks performed through the Bootstrap Quantile Regression (BS-QR) regressions. The findings suggest that investment in energy significantly boosts all three pillars of sustainabilityenvironmental, economic, and socialthus contributing to the achievement of SDGs in the region. Policymakers should incentivize private and public–private energy investments through favorable regulatory frameworks, tax incentives, and public–private partnerships to accelerate progress toward sustainable development goals.