Energy poverty—involving a combination of factors, such as low household incomes, high energy prices, and low levels of residential energy efficiency—is identified as a complex and increasing issue affecting people’s physical health, well-being, and social inclusion. Even though a shared identification of energy poverty is not yet agreed, this phenomenon has been recognized as an EU priority. Several EU legislative documents address the topic, trying to outline its boundaries and provide a framework for mitigative actions. At the same time, different research and demonstration projects have been funded to experiment and evaluate innovative approaches, strategies, and solutions and to promote good practices at national, regional, and local levels. This review paper presents some results of the “ZOOM” project (“Energy zoning for urban systems. Models and relations for the built environment”, funded by University of Bologna in the framework of Alma Idea 2017–ongoing), proposing a critical overview of the EU projects directly or indirectly connected to energy poverty—funded under the 7th Framework Program (FP7) and under Horizon 2020 Program (H2020). The aim of such a review is to highlight the main objectives, trends, and related topics of ongoing and concluded projects addressing energy poverty, in order to identify gaps and open issues and to understand the possible orientation and placement of this subject in the future EU research and innovation framework project, Horizon Europe.