We show that “Leave no one behind” (LNOB) can be a meaningful guiding principle for national development policy as well as development cooperation in middle-income economies, as very unequal progress threatens the gains for the poorest countries graduating from low to middle-income status. Our review, measuring the progress of LNOB, clearly illustrates the huge data gaps that remain for key LNOB indicators. Disaggregated indicators or data to compute them are often not (yet) available. Our brief and selective review of LNOB-relevant policies and approaches in middle-income countries shows a very rich foundation for evidence-based policy-making, particularly in education, health and social protection. Some clear messages emerge, for example, a clear call for progressive universal policies in education that emphasize equality in learning achievements. In general, the sectorally interlinked challenges of implementing LNOB demand integrated approaches that combine education, health, and labor market components and pay attention to mainstreaming anti-discrimination efforts.