Housing energy rehabilitation is currently a priority in Europe. In vulnerable neighbourhoods, improving energy efficiency and comfort conditions has an important impact on people living conditions. Rehabilitation strategies are usually designed according to standard scenarios, without taking into account variations related to the users or the type of building. Monitoring this type of housing offers valuable information to be able to select the best strategies based on a diagnosis of their real performance.In this paper we present one year data on energy consumption, hygrothermal comfort and CO2 monitored for 22 dwellings in Madrid, located in six different vulnerable locations. In addition to normal periods, the monitoring campaign includes periods of extreme heat and cold, and two exceptional situations, the “Filomena" snowfall and the COVID pandemic period.The results report poor indoor environmental quality in these dwellings, both in the main rooms and in the bedrooms. Also poor building quality is observed. The recorded energy consumption is lower than that given as a reference in the standards or models, at the cost of a worse indoor environment. The analisys supports the importance of retrofit strategies that take into account the composition of the household, such as single-person households or those with children, the higher vulnerability of dwellings with higher demand, the subjective perception and the role of users, and the need to incorporate improvements in indoor air renewal.