Purpose: This paper aims to assess the sustainability of energy generation systems in various European Union countries. It seeks to understand the diverse challenges and opportunities these countries face in transitioning to sustainable energy. Methodology: The study employs a multi-criteria decision analysis (MCDA) approach, considering economic, environmental, and social aspects. Data from various databases, including Eurostat, the International Energy Agency, and the World Bank, were analyzed. Results: The results reveal significant variations in sustainability performance across different countries and regions. With strong policy support and high public awareness, Scandinavian countries generally performed well across all sustainability indicators. In contrast, Eastern European countries faced more challenges due to their heavy reliance on fossil fuels. Theoretical Contribution: This study contributes to the ongoing discourse on sustainable energy by providing a comprehensive assessment of the sustainability of energy generation systems. It underscores the complex and multifaceted nature of sustainability and the various factors that influence it. Practical Implications: The findings provide valuable insights for policymakers and energy providers. They highlight the importance of policy support, public awareness, and acceptance in promoting sustainable energy. They also underscore the need for continued efforts and interventions to address the challenges faced by countries heavily reliant on fossil fuels.