This research aims to explore the financing challenges associated with the implementation of Sustainable Development Goals (SDGs) in Mongolia. Specifically, it focuses on how the Government of Mongolia incorporates the SDGs into its long-term development policy and allocates budget resources accordingly. The study recognizes the significance of effectively utilizing budget investments within the country's long-term development framework and emphasizes the need for reforms and policy changes. To achieve these objectives, the research analyzes Mongolia's priority areas, including industry, social, and economic aspects, within the framework of the SDGs. It also examines the country's budget expenditure in accordance with the Integrated National Financial Framework, developed by the United Nations Development Program. Key areas of analysis include Assessments and Diagnostics, Financing Strategy, Monitoring and Review Systems, and Governance and Coordination Mechanisms. Furthermore, this study investigates the implementation and outcomes of the National Air Pollution Reduction Program, which serves as a related case study reflecting the effectiveness of Mongolia's long-term development policy. By examining this program, the research intends to provide policy insights to decision-makers, offering recommendations for effectively financing the SDGs through the state budget in alignment with the national long-term development policy. Through a comprehensive analysis of budget allocation, policy implementation, and case study evaluations, this research contributes to the identification of key challenges and opportunities in financing the SDGs in Mongolia.