The Sustainable Development Goals (SDGs) aim at providing a healthier planet for present and future generations. At the most recent SDG summit held in 2019, Member States recognized that the achievements accomplished to date have been insufficient to achieve this mission. This paper presents a comprehensive literature review of 227 documents contextualizing outdoor lighting with SDGs, showing its potential to resolve some existing issues related to the SDG targets. From a list of 17 goals, six SDGs were identified to have relevant synergies with outdoor lighting in smart cities, including SDG 3 (Good health and well-being), SDG 11 (Sustainable cities and communities), SDG 14 (Life below water) and SDG 15 (Life on land). This review also links efficient lighting roles partially with SDG 7 (Affordable and clean energy) and SDG 13 (Climate action) through Target 7.3 and Target 13.2, respectively. This paper identifies outdoor lighting as a vector directly impacting 16 of the 50 targets in the six SDGs involved. Each section in this review discusses the main aspects of outdoor lighting by a human-centric, energy efficiency and environmental impacts. Each aspect addresses the most recent studies contributing to lighting solutions in the literature, helping us to understand the positive and negative impacts of artificial lighting on living beings. In addition, the work summarizes the proposed solutions and results tackling specific topics impacting SDG demands.