In 2022, energy prices rose markedly across Europe, impacting household budgets and everyday energy practices and providing an interesting backdrop for research on energy vulnerability. While such research is an established field throughout many European countries, there is limited research within the Nordic countries. In Denmark, the energy crisis during the winter of 2022/2023 led to increased political attention on new topics relating to vulnerable households and energy security. In this paper, we use the recent energy crisis to elucidate the complex links of energy vulnerability in Denmark through rich qualitative and quantitative material. Using data from a survey questionnaire and household interviews conducted during Winter 2022/2023, we identified that feelings of high financial stress and not being able to afford to maintain comfort standards any longer are indications of energy vulnerability and that this is more prevalent in low-income households and for younger Danes (<40y), families with one or more children, and tenants. Moreover, through four case stories, the paper illustrates how Danish households experience energy vulnerability in everyday life and how they cope with constraints in their energy use and respond to the challenges of rising energy prices. The paper contributes to the existing literature by presenting experiences of energy vulnerability in a Nordic welfare context and by identifying variation in experiences across household groups, which highlights the complexity of energy vulnerability. Despite high levels of energy efficiency, (relatively) affordable energy costs, and social welfare, energy vulnerability is present in Denmark, not least when energy prices increase rapidly.