The Sustainable Development Goals (SDGs), aiming for global targets by 2030, are tracked by a monitoring framework comprising 231 environmental, social, and economic indicators. The framework provides data to assess whether, across countries, environmental policies are: 1. Addressing environmental pressures, 2. Linked to environmental improvements, and 3. Linked with social benefits delivered by healthy environments. While several studies have analysed the implementation and impacts of the SDGs, there remains a critical research gap in assessing the linkage between environmental policies and their potential to deliver multiple ecological and social benefits. This study examines the efficacy of environmental policies and their implications for global environmental health and social wellbeing. We use a generalised linear modeling approach to test for correlations between SDG indicators. We show that some environmental policies, particularly protected areas and sustainable forest certification, are linked with environmental improvements, mainly in forest and water ecosystems. However, we find no evidence that environmental improvements are linked with positive social impacts. Finally, environmental pressures, including freshwater withdrawal, domestic material consumption, and tourism, are linked with environmental degradation. Environmental policy responses are generally increasing across countries. Despite this, the state of the environment globally continues to decline. Governments must focus on understanding why environmental policies have not been sufficient to reverse environmental decline, particularly concerning the pressures that continue to degrade the environment. To better track progress towards sustainable development, we recommend that the SDG monitoring framework is supplemented with additional indicators on the state of the environment.