Great progress has been made in the field of marketing and sustainability. Nevertheless, there is still an important gap between the behavior and beliefs of society and markets about sustainability, and companies’ capability to understand and face this trend. Digital marketing is key to filling this gap. However, research in digital marketing and sustainability is very scarce. The purpose of this research is to examine the literature in the subject, since 2009 until 2018, and to elaborate a research agenda about digital marketing and sustainability. Through a previous analysis based on bibliometrics, a research agenda has been developed that shows the main challenges for the digital marketing and sustainability field: (1) customer orientation and value proposition; (2) digital consumer’s behavior; (3) digital green marketing; (4) competitive advantage; (5) supply chain; and (6) capabilities. This work contributes to the development of the research in digital marketing and sustainability, suggesting various challenges for the field that lead to future lines of research, and favoring the development of a new research approach capable of reducing the existing gap between society and business on sustainability issues.