Energy security has been an actively studied area in recent years. Various facets have been covered in the literature. Based on a survey of 104 studies from 2001 to June 2014, this paper reports the findings on the following: energy security definitions, changes in the themes of these definitions, energy security indexes, specific focused areas and methodological issues in the construction of these indexes, and energy security in the wider context of national energy policy. It is found that the definition of energy security is contextual and dynamic in nature. The scope of energy security has also expanded, with a growing emphasis on dimensions such as environmental sustainability and energy efficiency. Significant differences among studies are observed in the way in which energy security indexes are framed and constructed. These variations introduce challenges in comparing the findings among studies. Based on these findings, recommendations on studying energy security and the construction of energy security indexes are presented.