In the framework of an arbitrary D-dimensional metric theory, perturbations are considered on arbitrary backgrounds that are however solutions of the theory. Conserved currents for perturbations are presented following two known prescriptions: the canonical Nœther theorem and the Belinfante symmetrization rule. Using generalized formulae, currents in the Einstein–Gauss–Bonnet (EGB) gravity for arbitrary types of perturbations on arbitrary curved backgrounds (not only vacuum) are constructed in an explicit covariant form. Special attention is paid to the energy–momentum tensors for perturbations which are an important part in the structure of the currents. We use the derived expressions for two applied calculations: (a) to present the energy density for weak flat gravitational waves in D-dimensional EGB gravity; (b) to construct the mass flux for the Maeda–Dadhich–Molina 3D radiating black holes of a Kaluza–Klein type in 6D EGB gravity.