Education is an important way to achieve global Sustainable Development Goals (SDGs), while classroom engagement and collective efficacy are key factors that influence SDG learning outcomes. However, students' in-depth thinking could be limited when they apply to search engines such as Google to support their learning of SDG-related topics. Large language models (LLMs) like ChatGPT show great potential to overcome the challenges. However, critical thinking is essential for the effective use of ChatGPT, and students with different levels of critical thinking may vary in classroom engagement and collective efficacy. Therefore, the study proposed the ChatGPT-AIPSS learning approach for an SDG course. A 6-week experiment was conducted to evaluate the effectiveness of the approach for students with different critical thinking levels. Ninety-three high school students were divided into an experimental group (learning with the ChatGPT-AIPSS approach) and a control group (learning with the Google-AIPSS approach). The results showed that learning approach and critical thinking level interacted with classroom engagement and collective efficacy. The ChatGPT-AIPSS approach significantly increased students' critical thinking tendencies, classroom engagement, and collective efficacy, and was more effective for students with high levels of critical thinking.