Investments in sustainability are critical given the myriad environmental and societal challenges the world confronts. However, accessing and analyzing reliable information when making informed investment decisions has proven challenging. This article, therefore, aims to identify and explore the challenges faced by investors when making sustainable investments, and to outline potential solutions to overcome them. The article utilizes a combined-method approach of interviews and complementary data from company websites, sustainability reports, and sustainability information provided by quantitative rankings and indexes. It validates results from previous studies on the lack of coherence among the various rankings and indexes via correlation analysis, and studies why reliable sustainability data are not easily accessible and why reliable analysis and investment decision-making are difficult. The article highlights a need for continuous dialogue on sustainability reporting between companies and their stakeholders, as well as for stronger regulation and research to develop better and more widely shared standards for reporting sustainability data.