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The objective of this research was to determine the level of sustainable development in SMEs that in the Federal District, identifying areas of opportunity that enable them to stay in a highly competitive environment. For that, we use the Five-dimensions Sustainability model proposed by Portales et al. (2009), which measures sustainability according to five dimensions: Global Management, Competitiveness, Relationships, Impacts and Transparency. The model was applied on a volunteer sample of 204 SMEs in the Federal District in Mexico. The main findings show that companies give more importance to the factor of Impacts, and foster a good relationship with employees, shareholders, suppliers and the community, taking the initiative not to make their processes harm the environment and contributing to the development of the community and region in which they operate.