The Capital Economic Circle is an important planning project in China. Sustainability is a key factor for the long-term development of the Capital Economic Circle. In this paper, we investigated the sustainability of 13 cities in the Capital Economic Circle using three dimensions: economy, society, and environment. The induced ordered weighted averaging (IOWA) operator was used for the aggregation of criteria data. The order-inducing variable in the IOWA operator was measure by the correlation degree of a criterion and all the other criteria. Criteria with larger order-inducing values were given more weight as they provided more support for the development of other criteria. The assessment results indicate that the sustainable development of most of the cities, except for Beijing and Tianjin, is poor, with performance values below 0.5. By comparing the development using three dimensions, it was found that poor performances of economic sustainability were the main reason for this. Additionally, all of the cities showed a sound momentum of sustainable growth even though the sustainable levels of most of the cities were not high. In terms of sustainable development across the three dimensions, the cities had the highest levels of environmental sustainability. The social sustainability of the cities, except for Beijing and Tianjin, was better than their economic sustainability. However, more than half of the cities (accounting for 53.8%) showed a decline in social sustainability, especially for Zhangjiakou, which had the highest degree of decline of 4.00%. Some suggestions have been provided on the basis of the main assessment results. For example, Beijing should invest more in education as well as further easing transportation pressure. There is room for further improvement of the social and environmental sustainability of Tianjin. The other cities should focus on developing economic sustainability as well as preventing the decline of social sustainability.