Capacity building is defined as a process by which stakeholders increase their knowledge, skills and resources in order to improve their ability to adapt in a fast-changing world. Universities play a key role in the promotion of sustainability and implementation of the 2030 United Nations Sustainable Development Goals (SDGs) through capacity building. However, universities in developing countries face significant challenges in the implementation of capacity building programmes for sustainability given the lack of procedures that facilitate the systematic integration of multiple stakeholderś epistemologies, methodologies and objectives. In this paper, we present a capacity building approach as a problem-focused process that follows a multi-domain/multi-stakeholder scheme, and provides alignment with the functions and responsibilities of different sectors of society. The approach involves the use of a decision-support tool for sustainability that enables stakeholders to actively participate in decision-making processes. We illustrate the implementation of the capacity building approach through two case studies and show how general and specific capacities tailored to the different stakeholders can be developed. Our approach to capacity building accentuates the role of universities in Mexico, Central America and the Caribbean as research and innovation hubs that could help design and implement flexible, transparent and robust strategies towards achievement of sustainability in the region. Key policy insights Capacity building to address the sustainable development goals should aim to develop sets of interlinked capacities for sustainability across stakeholder groups. Capacity building should take into account the regional institutional contexts in which universities in Mexico, Central America and the Caribbean are embedded. Effective implementation of capacity building must be tailored to the different roles and functions of the actors involved. Thematic, technical, evaluative and procedural domains provide a comprehensive framework to build capacities, which can be continuously adapted according to the functions and responsibilities of the actors. Capacity building approaches to address climate change vulnerability require decision-support tools to inform policy-making.