As the European Union wants to lead the clean energy transition, it has proposed ambitious targets for energy efficiency improvement. The target established for 2020 on energy efficiency of 20% will unlikely be achieved, and the goal for 2030 has increased to 32.5%. In order to guarantee the planned goals, governments need to strengthen their current governance frameworks. Nevertheless, so far, there has been a lack of literature that suggests a sound methodological approach for performing governance capacity evaluation. For this reason, this paper aims at building a Multiple Criteria Decision Aiding model to assess the current governance capacities on energy efficiency of the 28 Member States of the European Union. Our study explores the accomplishments in terms of energy efficiency governance through the ELECTRE TRI-nC method. After gathering all data and running the model, each country was classified according to its current governance efforts on energy efficiency. The analysis of the results shows room for improvement in terms of compliance with the European regulation by Member States, as well as the need to make the current governance framework more severe in the future. •Assess the current governance capacities on energy efficiency of the European Union.•Explore what has been attained in terms of energy efficiency governance through ELECTRE TRI-nC.•The results show room for improvement in terms of compliance to the European regulation.•Need to make the current governance framework more severe in the future.