Targets set by the European Green Deal to increase efficiency, reach towards sustainable development and to reduce greenhouse gas emissions have placed additional focus on necessary improvements in heating and cooling sector. This article aims to determine whether the objectives set at the EU and on the member state level for achieving climate and environmental goals are being implemented at the regional and local levels. The case of Latvia is considered. A keyword extraction text analysis method is used to identify whether improving the efficiency of heating and cooling is included in regional and local sustainable development strategies. Results are evaluated by using multi-criteria analysis methods TOPSIS and AHP, to determine how much attention in the strategies is paid to direct heating and cooling supply aspects and overall efficiency aspects. Results obtained while assessing the sustainable development strategies of cities and municipalities are compared with the climate index of their heating supply. Considerable differences can be seen in the inclusion of heating and cooling efficiency improvement plans in the strategies at regional and local levels.