People with lower incomes often live in homes with poor thermal properties, making it difficult for them to maintain a comfortable indoor temperature. This vulnerability is closely related to the quality and maintenance of housing, which negatively affects indoor environmental comfort, especially in terms of energy usage, having an impact on health and well-being. Studying energy poverty from a qualitative perspective allows us to delve deeper into the experience of these people. A qualitative study was carried out through a case study of women in a situation of household vulnerability and energy poverty. Semi-structured interviews were conducted with five women-led households and two key informants before and after the COVID-19 confinement, in one of the most vulnerable neighbourhoods of Madrid. Unveiling the complexity of this topic, three categories were identified: household composition and economic resources, perception and proposals for household improvements, and household health and well-being. Furthermore, the results suggest that reliance on inefficient solutions such as electric radiators or butane-cylinder heaters for space heating in winter (more affordable in the short term, but unsustainable in the long one) shows evidence of energy precariousness, which, together with other poor housing conditions and users’ behaviours, impact clearly on health, generating or worsening chronic diseases. Research in vulnerable populations requires interventions beyond visibility, supported by key informants. Social workers and educators are essential to improving the living conditions of the most vulnerable people; however, they need social policies and adequate intervention plans and strategies to support and make their efforts effective.