The Russian invasion of Ukraine has exposed Europe’s most painful energy and climate security vulnerabilities. It has exacerbated the energy crisis that has been raging since 2021, while also showcasing the excessive reliance of many EU Member States on Russian fossil fuel exports. Southeast Europe (SEE) is especially vulnerable to energy and climate security risks due to a myriad of factors. Tackling the region’s comprehensive energy security risks without comprising the climate transition process requires strong political will and the design of a new more ambitious energy and climate security strategy based on a comprehensive data-driven policy instruments such as European Energy and Climate Security Risk Index (ECSRI) that would enable the comparative monitoring of EU and national progress on a number of energy security, climate transition and good governance indicators. This policy brief pilots the ECSRI for Bulgaria, Romania and Greece as some of the most vulnerable EU Member States to energy and climate security risks.