It is widely recognised that energy poverty can have serious and detrimental impacts upon multiple aspects of people’s well-being and life quality. This paper seeks to provide a multi-dimensional and theoretically-attuned account of the relations between energy poverty and well-being, through the use of the Capabilities Approach and specifically Nussbaum’s normative theory of Central Capabilities. Drawing on interviews with 109 households in 4 European countries, we demonstrate how 6 of the 10 Central Capabilities – namely Bodily Health, Emotions, Affiliation, Play, Practical Reason and Senses, Imagination & Thought – can be directly harmed by energy poverty. Our findings strengthen claims that energy poverty should be considered a serious form of (energy) injustice. We conclude by reflecting on the implications of our work for energy poverty research and policy, and the opportunities opened up by adopting the Capabilities Approach.