Being value based is one of the principles project management has to respect in order to be sustainable. Values are guidelines for human behavior that are shared by a large group of individuals. As projects can be differentiated from investments, also projects’ values can be differentiated from investments’ values. Connecting projects with investments’ values contributes to projects’ success, to a sustainable project management process and to a sustainable investment. The article explains the differences between investments and projects and presents how the investment’s values can be related to the project. The topic is applicable when dealing with projects in general and can have benefic effects on investments initialized through projects financed by the European Union.