The paper addresses the problem of energy sustainability of European Union countries in terms of renewable energy sources, energy consumption levels as well as energy dependency and energy intensity of the economy. The aim of the study was to identify and assess the key characteristics of the energy sector of EU members states between 2006 and 2016 using taxonomy, which is one of the basic tools in a multi-dimensional comparative analysis. The analysis revealed that, despite common challenges, different member states showed varied levels of the implementation of EU climate and energy targets. In terms of the approach to the production and consumption of primary energy, EU countries can be divided into two groups. In most Western European countries, energy production is mainly based on renewable sources. However, it only meets a small portion of the domestic economy’s needs. In contrast, Central Eastern European countries are characterized by greater concentration on aspects of self-sufficiency and security of own energy systems. In such countries, the share of renewable sources in overall energy generation is smaller.