To lead the energy transition, effective sustainability leadership requires a spectrum of skills, knowledge and understanding across technical, financial and even political disciplines. An innovative, authentic learning initiative has been designed and implemented in which Master of Sustainable Energy students conducted team-based role-playing activities, responding to a realistic, hypothetical energy policy scenario in the form of a government announcement and other mock collateral. Groups were assigned the personas of a range of industry stakeholders and prepared presentations (and accompanying media statements and position papers) for a mock online media conference. The initiative leveraged the diversity of the cohort, enabling constructive interactions and an appreciation of the impacts of energy policy on a variety of organisations and wider society. Entry and exit surveys affirmed that participants gained a deeper understanding of key issues, constraints, alternative views and approaches involved in navigating the policy pathways to sustainability. The teaching staff also observed a high level of student engagement. Challenges of group dynamics and teaching effort were felt to be outweighed by the benefits reaped by students, particularly in terms of deeper conceptual knowledge and an understanding of perspectives in the energy transition. The case study also found that the online nature of the media conference enhanced student innovation and engagement. The framework of the case study may nudge other educators towards greater use of role-playing activities in sustainability leadership pedagogy.