Energy poverty (EP) is a growing problem in the European Union (EU) that affects the population's health. EP is structurally determined by broader political and socio-economic conditions. Our aims were to analyze the configuration of these determinants in each EU-27 country through the creation of a structural energy poverty vulnerability (SEPV) index, to group countries according to their SEPV index scores, and to explore the association between SEPV and EP prevalence, and also with excess winter mortality (EWM). We created a SEPV index through seriated principal component analyses and then validated the index. We performed a hierarchical cluster analysis (HCA) to group countries according to their SEPV. A Poisson regression model was fitted to analyze the association between SEPV and EWM. The final index comprised 13 indicators and showed an unequal distribution of SEPV across the EU. The HCA identified countries with high structural vulnerability (southeastern Europe) and countries with low structural vulnerability (northwestern Europe). The most vulnerable countries showed a statistically significant higher EP prevalence and risk of EWM. The SEPV index summarizes the structural determinants of EP across the EU, allows to identify geographical patterns and to study how the structural determinants of EP affect health. •There are important structural energy poverty vulnerability inequalities in the EU.•A geographical pattern of structural energy poverty vulnerability was observed.•The most vulnerable countries are located in eastern and southern Europe.•Excess winter mortality risk is higher in countries with greater vulnerability.•Acting on structural determinants of energy poverty can have an impact on health.