Historical thinking plays a key role in the education of critical citizens who are committed to the world in which they live. Socio-cultural sustainability promotes respect for one’s own cultural roots (and those of others), averts the consequences of cultural homogenisation and fosters identification with fundamental values and human rights. The main objective of this study is to analyse the consistency between the perception of teaching–learning processes and the historical knowledge of secondary school students following the implementation of a teaching unit based on the methodological theory of historical thinking. A quasi-experimental design with a non-equivalent control group was applied to 93 baccalaureate students (16–18 years of age) from the Region of Murcia (Spain). Two teaching units with different methodologies (experimental and control) were developed and compared. The results show a moderate degree of consistency between perceptions and knowledge in some variables in the analysis of the experimental group. Thus, it can be stated that historical thinking as a methodological theory contributes to promoting the idea of multiculturalism and has good academic results in terms of historical learning. In conclusion, the role of historical thinking as an influential factor in the perception and acquisition of knowledge is clear. In addition, it helps to preserve socio-cultural sustainability via community participation, the promotion of social justice and respect for other cultures.