The rising political instabilities and the associated variations in energy prices have recently amplified the existing debate on energy poverty. Generally defined as the inability to afford enough energy services to live a comfortable life, energy poverty represents a serious issue affecting multidimensional elements of life. To address disparities and to achieve the 7th goal of the 2030 Agenda, EU Member States have been requested to track energy poverty within the National Energy and Climate Plans. The lack of a commonly adopted methodological approach makes however difficult to compare the energy poverty risks. To address this gap, this paper proposes, for the first time, an energy poverty vulnerability indicator that can be used to investigate the differences across NUTS2 European regions. By combining data on regional income, electricity prices and local climatic conditions, the proposed methodology uses a threshold approach to maps vulnerability risks for the years 2010 and 2020. Results show that in 2010 15% of the considered households classified into the highest vulnerability risk and by 2020, 40 additional regions moved to a higher category of risk. Mediterranean countries have been the most affected with extensive climatic and price incidence changes. The proposed indicator can support the definition of policies aiming to reduce regional disparities and improve the average European trends.