In the midst of a global energy crisis, fuel poverty has become increasingly prevalent. This study examines the effectiveness of energy efficiency retrofits (EERs) in alleviating fuel poverty in the United Kingdom. Using the England fuel poverty dataset with XGBoost and interpretive analyses like Individual Conditional Expectation (ICE) and SHapley Additive exPlanations (SHAP), the research investigates the impact of EERs on fuel poverty. Findings reveal that while energy efficiency enhancements hold potential for improving conditions for vulnerable households, their effectiveness diminishes beyond a certain threshold. The study identifies solid wall and cavity wall insulation, condensing boilers, well-insulated lofts, and central heating systems as the most effective retrofit measures. However, the optimal selection of retrofit methods varies depending on household and dwelling conditions due to interactive effects. Additionally, comprehensive cost-efficiency analyses show that installing condensing combination boilers in homes without existing boilers and adding cavity wall insulation to houses with uninsulated cavity walls are more cost-efficient options. These insights shed light on the complex relationship between energy efficiency retrofits and fuel poverty, informing the development of targeted strategies to address this pressing issue in the UK and globally.