Abstract Sustainable energy security is an absolute priority in the European Union (EU) policy. Therefore, the issue of ensuring climate-neutral energy security is of great importance, especially in the “New” EU countries, where the energy transition began later than in the rest of the countries (the so-called Old EU). This group includes the Visegrad (V4) countries (Poland, the Czech Republic, Slovakia, and Hungary), which joined the EU in 2004. Their level of sustainable energy development differs significantly from other member states. However, in order to achieve the objectives of the EU climate strategy, these countries also need to meet the adopted requirements. Therefore, the aim of the study was to assess sustainable energy security in these countries, taking into account energy, climate, economic and social aspects (dimensions) over the period of 11 years (2008–2018). The analysis was based on the selected set of 14 indicators characterizing the adopted dimensions. The entropy-weight and TOPSIS methodology was utilized to perform very precise analyses for the years and dimensions in question. The broadly conducted analyses showed that the V4 countries are highly differentiated, practically in every examined area. The results showed that in the studied period, the highest level of sustainable energy security was reported for the Czech Republic, and the lowest level for Poland. The findings are an exceptionally valuable source of information about the studied countries and should be used for future activities to ensure their energy security in, at least, an environmentally neutral manner.