The world is facing an unprecedented multidimensional crisis that demands coherent policy responses. The COVID-19 crisis has further highlighted the vulnerability of several of our basic systems, including healthcare, social protection, education, value chains, production networks, financial markets, mass transit systems and ecosystems. This makes the Sustainable Development Goals (SDGs) even more relevant today as they aim to transform the systemic conditions that perpetuate the vulnerabilities of our societies and economies. Yet, the human, social and economic effects of the COVID-19 pandemic may reverse the progress made in achieving the SDGs. As such, sustainable recovery, aligned with the SDGs, requires cross-sectoral actions and mechanisms to manage unavoidable trade-offs between short and long-term priorities, and between economic, social and environmental policy goals. This brief presents a policy coherence roadmap to support governments in ensuring a sustainable recovery from the COVID-19 crisis that does not come at the expense of progress towards the SDGs.