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Measuring the advances performed in the 2030 Agenda and the contribution of public policies remains a key issue. Budgets are acknowledged as one of the most powerful tools made available to administrations to push forward this contribution, and so several initiatives have risen to align budget items and Sustainable Development Goal (SDG) performance at all levels. The aim of this paper is to go beyond simple alignment and statistically analyze the interlinkages between budget and SDG achievement data. We have used the Spanish local administrations budget, together with indicators used to measure the 2030 Agenda goals at the same level, and computed a correlation test in order to find where budget allocation has an impact. We have then looked further into the relevant impacts to split them into direct and indirect. The research found ca. 25% of the budget items with relevant statistical links to the SDGs, with the SDGs 11 and 15 being the least impacted and SDGs 1, 4, 7, 8 and 16 the most connected ones. This research aims to set the bases of an evidence-based decision-support tool for a more efficient and sustainable policy design.