Energy use and relative CO2 emissions drive climate change that affects both the environment and human health. Extreme events caused by climate change, such as heat waves, flooding, and droughts are increasingly frequent and dangerous and the quality of life in cities is progressively decreasing. The building sector is among the most energy intensive sectors and mitigation and adaptation strategies are needed to reduce the emissions and impacts of climate change. This article presents a literature review created using the SCOPUS database on 515 articles setup to investigate the role of Key Performance Indicators (KPIs) in architectural and urban design processes and to understand how KPIs can be used to improve sustainability in the design of buildings and cities. Findings from the literature review highlights the potentiality of KPIs as a tool for managing complexity and for measure performances starting from the early design stages up to the lifetime of buildings and, in general, design. In parallel, the analysis of results showed that KPIs are commonly used to evaluate performance at a very different scale, but the building scale is the most considered. The use of KPIs in architecture, focusing on sustainability, should be implemented more in the future to allow for a better control of architectural performances.