The increase of energy access to households has been a global priority. By 2018, 89.59% of the world population had access to electricity, while 97.26% of the persons living in urban areas (The Mexican Government reports it at 99.99%) had access. We must now move beyond access to electricity and address energy poverty in urban spaces. A household is energy poor when their inhabitants are incapable of securing proper domestic energy services. Several different methodologies were developed to measure energy poverty. The Multidimensional Energy Poverty Index (MEPI) by Nussbaumer has been successfully used in Africa and in Latin-America. The MEPI considers five dimensions: cooking, lighting, household appliances, entertainment/education and communication. We developed a Multidimensional Energy Deprivation Index (MEDI), based on MEPI. Thermal comfort has been included as sixth dimension, by considering the temperature of the region where the household is located. We found important differences between MEPI and MEDI for Mexico at the national level (urban-MEPI at 0.028 vs. 0.071 urban-MEDI, which implies a higher degree of energy poverty). Also, differences between geopolitical and bioclimatic regions were found. Having better ways to assess energy poverty in the urban context is a key factor to develop effective public policies that might alleviate it.