Over 40% of the total energy consumed in Europe is used for the generation of heat for either domestic or industrial purposes. Meanwhile, the demand for cooling is steadily increasing in all European Member State. In this context, it is essential to identify the heating and cooling demand in the economic sectors. The objective of this study is to propose a methodology to estimate the European heating and cooling demand by country, fuel, economical subsector and activity based on official statistics and reports from resource origin to the customer. The results show that most useful heat energy comes from the direct burn of a fuel principally natural gas. The contribution of the electricity is relatively moderate for the residential and service sectors but low for industrial sector. Most part of the cooling demand is generated by electrical cooling machines (air conditioning and chillers) which extract free environmental energy allowing compensate part of the losses from the electricity production. District heating has a moderate contribution and district cooling can be considered negligible.