We present an empirical analysis of the more than 250 space heating-focused energy efficiency policies that have been in force at the EU and national levels in the period 1990–2010. This analysis looks at the EU-14 residential sector (Pre-2004 EU-15, excluding Luxembourg) using a panel data regression analysis on unit consumption of energy for space heating (kWh/m2/year). The policies are represented as a regression variable using a semi-quantitative impact estimation obtained from the MURE Policy Database. The impacts of the policies as a whole, and subdivided into financial, regulatory, and informative policies, are examined. The correlation between the actual reductions in demand and the estimated impact of regulatory policies is found to be stronger than the corresponding correlations with the respective impacts of financial policies and informative polices. Together with the well-known market barriers to energy efficiency that exist in the residential sector, these findings suggest that regulatory policy measures be given a high priority in the design of an effective pathway towards the EU-wide goals for space heating energy.