Since its adoption in September 2015, the 2030 Agenda has laid the foundations for a model of shared prosperity for a sustainable world. We are going through a complicated pandemic that shows profound inequalities affecting our economies, health, and quality of life. For this reason, our aim in this work is to make known the state of the art of scientific research related to inequality, poverty, and climate change and to propose lines of improvement that can contribute to achieving 3 of the 17 SDGs (End poverty-SDG 1-, Reduce inequality-SDG 10-, and Climate action -SDG 13-), proposed in the 2030 Agenda. To do so, we have used a systematic literature review methodology. The results show that poverty, inequality and climate change is a subject that has been little studied and articulated by researchers, with significant differences between the different areas studied. Topics related to sustainability and economics are those with the highest number of publications (51.7%). The rest are distributed among the 12 existing departments. Another relevant finding is that the effects of climate change are more pressing for more vulnerable populations, including impoverished women from rural areas and children from underdeveloped countries. This is a gender and social inequality that has been little addressed in climate change studies. Food security and energy poverty is another under-exploited aspect in this area. According to the results obtained in this work, we consider that the circular economy could improve these indicators, constituting a line of future research. Thus, one of its main objectives is to eliminate negative externalities, specifically existing social inequalities within the current linear economy model.