The European Union (EU) has set ambitious targets to increase the overall energy efficiency and decrease the environmental impact by introducing the ‘Green Deal.’ It is an EU plan for the transition to zero greenhouse gas emissions. The overall data analyses of GHG emissions per capita and GDP value in different EU countries show that the GDP increase in 2010–2017 has not increased GHG emissions. Therefore, the link between the GDP increase through energy resource usage increase has been eliminated. However, not all of the EU 27 member states contributed to the overall EU green policy equally. The article presents the methodology for the energy and environmental performance status analyses by evaluating nine different indicators (share of renewable energy, greenhouse gases per GDP, energy intensity, primary efficiency, industry efficiency, energy consumption in households, space heating efficiency, pollutant emissions from transport and specific energy consumption of transport sector) for EU member states. Indicators have been tested through correlation analyses. The use of multidimensional Energy and climate policy indicator has been proposed to rank the performance of different EU countries. The results show that the countries with the highest score in climate and energy indicator values are Sweden, Denmark, Latvia, Austria, Finland, Ireland, and Lithuania. The lowest obtained values are Bulgaria, Poland, Hungary, the Czech Republic, and France.