Cities are perhaps one of the most challenging and yet enabling arenas for sustainable development goals. The Sustainable Development Goals (SDGs) emphasize the need to monitor each goal through objective targets and indicators based on common denominators in the ability of countries to collect and maintain relevant standardized data. While this approach is aimed at harmonizing the SDGs at the national level, it presents unique challenges and opportunities for the development of innovative urban-level metrics through big data innovations. In this article, we make the case for advancing more innovative targets and indicators relevant to the SDGs through the emergence of urban big data. We believe that urban policy-makers are faced with unique opportunities to develop, experiment, and advance big data practices relevant to sustainable development. This can be achieved by situating the application of big data innovations through developing mayoral institutions for the governance of urban big data, advancing the culture and common skill sets for applying urban big data, and investing in specialized research and education programs.