The integration of Artificial Intelligence (AI) into sustainable finance would facilitate the transition to the new vision of the world and incorporate the idea of complex interconnection of environmental, social, and governance (ESG) measurements into the institutional decision-making. With the world economy passing through the Age of Industry 5.0 and quitting the last Age of Industry 4.0, AI is a crucial resource in the attainment of the Sustainable Development Goals (SDGs) in data processing and better macroeconomic prediction, automated assessment of credit programs. However, the usefulness of AI applications will be dependent on the capacity to address systematic problems, including data quality, compliance regulations and infrastructure management. The area of such discussion would be the interaction of latent ethical dilemmas that would necessitate the development of new analytical procedures.