A broadly defined scientific Capacity Building (CB) for Sustainable Development (SD) is needed all around the world, and the development of innovative capacities in the developing countries is a priority. For this, first we need to know how this concept is applied in some developing countries. In this paper we present some Mexican experiences in the field of capacity building for sustainable development. The main problems are the monodisciplinary training of the specialists, the absence of a sound policy for promotion, career development and assessment of researchers, as well as of their projects when they are interdisciplinary and development-oriented. The main proposals to solve these problems are the creation of mechanisms that foster and legitimize interdisciplinary work; a decentralized planning process with the specific objective of establishing the needs and orientations on a regional basis; provide resources to long-term projects, and finally, consensus on asking international funding agencies for stronger support for public higher education institutions in developing countries in order to increase and strengthen their capacity for education and research in general, and in the field of SD in particular.