The 2030 Agenda for Sustainable Development stipulates that the 17 Sustainable Development Goals (SDGs) and their targets are "integrated and indivisible, global in nature and universally applicable", but it does not elaborate on how these different goals/targets are interconnected, consequently limiting the implementation of the SDGs. The elucidation of the interlinkages among various goals/targets will guarantee the acceleration of implementing the SDGs while promoting the realization of policy coherence. Given the current research gaps associated with these goals/targets in China, it is necessary to summarize the advancements made on the relationship between the 17 SDGs. In order to understand the research background more thoroughly, we first briefly review the transformation process from the Millennium Development Goals (MDGs) to the SDGs. Then, we introduce the existent research from five specific aspects including the "nexus approach", "degree of interaction", "network analysis", "SDGs model", and "means of implementation". Subsequently, deficiencies in current research and future challenges are summarized. Finally, we analyze the implications of existent research on the implementation of China's future SDGs, including:(1) clarifying the interlinkages of China's SDGs while promoting the realization of policy consistency under different policy levels and the administrative departments; (2) improving the indicator monitoring system and eliminating the data gap; and (3) accelerating construction of China's SDGs model.