•Theory and application for Industry 4.0 supply chains is investigated.•Application of multi-agent technology in Industry 4.0 supply chain is studied.•A multi-agent approach for sustainable supplier evaluation is proposed.•The MAS approach is tested through a real-world case study implementation.•Future research opportunities in Industry 4.0 supply chains are articulated. Advancements in information and communication systems offer immense opportunities for supply chain intelligence and autonomy establishing stepping stones for Industry 4.0 supply chains (SCs). As a crucial SC decision, sustainable supplier evaluation and selection process have been addressed abundantly in the previous literature. However, this process has not yet been realized within Industry 4.0 SCs where interconnection, real-time information transparency, technical assistance and decentralization of members of a physical system (i.e., supply chain members) are regarded as the main design principles. To narrow the identified gap, a Multi-Agent Systems (MASs) approach is proposed for addressing sustainable supplier evaluation and selection process to provide a proper communication channel, structured information exchange and visibility among suppliers and manufacturers. Furthermore, the application of MASs in this process and their natural applicability as one of the enabling technologies in moving towards Industry 4.0 SCs are investigated in detail. It is found that the proposed approach can help decision-makers inside manufacturing firms to make prompt decisions with less human interactions. The merit of the developed MAS is demonstrated through a real-world implementation on a medical device manufacturer. Finally, the limitations and advantages of the proposed approach are presented together with some remarks for future work.