The European Union's commitment to sustainable development at the 1992 Earth Summit resulted in an EU‐wide sustainable development strategy, adopted in Gothenburg in 2001. This article presents an overview of the set of sustainable development indicators (SDIs) recently adopted by the European Commission to monitor, assess and revise the strategy. It provides a critical assessment of the current status of the indicator set, and reviews the main policy trends in the areas of the strategy through a brief analysis of headline indicators, placing energy and climate change issues in a broader perspective. Finally, the article compares the energy SDIs to the recent inter‐agency energy indicators for sustainable development (EISD), underlining their similarities as well as their different priorities and objectives. The article concludes that further research is needed to improve the SDI set and further explore the linkages between themes.