Security of gas supply is a political issue of considerable importance in the CESEC region (CESEC comprises the following countries: Albania, Austria, Bosnia and Herzegovina, Bulgaria, Croatia, Greece, Hungary, Italy, Macedonia, Moldova, Romania, Serbia, Slovakia, Slovenia and Ukraine) identified as being the only region in Europe with a significant gas security issue in the event of an interruption of supply through Ukraine. Whilst the Security of Gas Supply Regulation aims to ensure deliveries of gas to protected consumers (i.e. households), its operation in a real crisis is uncertain. Consumers, including business and public sector buildings not covered by the regulation, would not be able to rely on it to meet their heating needs in case of a serious supply disruption, as has been witnessed in recent years when supplies from Russia to Ukraine were cut. Therefore, options to mitigate the gas supply risk through demand management need to be seriously explored. Among these are the deep renovation of buildings currently heated by gas, and fuel switching to other energy sources for such buildings. The aim of the paper is to assess the vulnerability of the building sector to gas supply interruptions, the impact of energy efficiency infrastructure upgrades to the building stock of the region and also the availability of funding for demand-side measures, such as building renovation.